-27.1%
GPN vs VSXY
+352.7%
-379.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | -4.6% | +0.1% | -4.7% | -4.6% |
| 30D | -0.3% | -18.7% | +18.4% | +2.0% |
| 3M | +35.4% | -4.0% | +39.4% | +35.6% |
| 6M | +21.7% | +67.5% | -45.8% | +11.8% |
| YTD | +14.9% | +39.7% | -24.8% | +7.7% |
| 1Y | +3.2% | +180.0% | -176.8% | -13.5% |
| 3Y | -27.1% | +337.3% | -364.4% | -45.2% |
| All | -27.1% | +352.7% | -379.9% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling