+24.4%
GPC vs VSXY
+37.4%
-13.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.8% |
| 7D | +1.2% | -14.0% | +15.2% | +2.7% |
| 30D | +6.0% | -15.9% | +21.9% | +7.7% |
| 3M | +42.6% | +3.4% | +39.2% | +41.6% |
| 6M | +22.8% | +25.9% | -3.2% | +17.7% |
| YTD | +15.5% | +39.5% | -24.0% | +8.9% |
| 1Y | +2.0% | +194.4% | -192.3% | -12.6% |
| 3Y | -1.4% | +281.4% | -282.9% | -23.1% |
| 5Y | +30.6% | +12.8% | +17.8% | +14.5% |
| All | +24.4% | +37.4% | -13.0% | +6.5% |
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