-51.5%
GPN vs VSXY
+37.5%
-89.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.5% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | 0.0% | -18.7% | +18.7% | +2.8% |
| 3M | +35.8% | -4.0% | +39.8% | +36.0% |
| 6M | +22.0% | +67.5% | -45.5% | +9.9% |
| YTD | +15.2% | +39.7% | -24.4% | +6.3% |
| 1Y | +3.5% | +180.0% | -176.5% | -16.0% |
| 3Y | -26.9% | +337.3% | -364.2% | -49.1% |
| 5Y | -44.2% | +22.7% | -66.9% | -54.3% |
| All | -51.5% | +37.5% | -89.1% | -59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling