+11.4%
GPC vs VSXY
+99.7%
-88.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -2.1% | +0.8% | -2.9% | -2.2% |
| 30D | -4.5% | +24.0% | -28.5% | -6.7% |
| 3M | -7.7% | +16.7% | -24.4% | -9.5% |
| 6M | +24.3% | +138.6% | -114.3% | +11.4% |
| YTD | +3.5% | +102.8% | -99.3% | -6.3% |
| 1Y | +0.7% | +214.2% | -213.4% | -13.7% |
| 3Y | 0.0% | +461.4% | -461.4% | -24.9% |
| 5Y | +5.8% | +118.3% | -112.4% | -12.2% |
| All | +11.4% | +99.7% | -88.3% | -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