+11.1%
GPC vs VSXY
+93.0%
-82.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | +0.4% | -1.7% | +2.2% | +0.6% |
| 30D | -6.3% | +20.1% | -26.4% | -8.2% |
| 3M | -8.2% | +16.6% | -24.8% | -10.0% |
| 6M | +27.1% | +134.9% | -107.9% | +14.1% |
| YTD | +3.1% | +96.0% | -92.9% | -6.3% |
| 1Y | +0.1% | +203.8% | -203.7% | -14.0% |
| 3Y | +0.2% | +465.3% | -465.1% | -24.9% |
| 5Y | +4.9% | +106.3% | -101.5% | -12.6% |
| All | +11.1% | +93.0% | -82.0% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling