-51.5%
GPN vs VSXY
+33.4%
-85.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.8% | +2.2% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | +3.1% | -22.1% | +25.2% | +6.7% |
| 3M | +42.3% | -1.1% | +43.4% | +41.9% |
| 6M | +20.9% | +53.8% | -33.0% | +10.4% |
| YTD | +15.2% | +35.5% | -20.3% | +6.8% |
| 1Y | +5.4% | +186.0% | -180.6% | -14.8% |
| 3Y | -27.4% | +343.2% | -370.6% | -49.7% |
| 5Y | -44.2% | +19.0% | -63.2% | -54.1% |
| All | -51.5% | +33.4% | -85.0% | -59.5% |
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