+99.4%
GRMN vs VSXY
+37.7%
+61.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | -1.4% | -10.7% | +9.3% | -0.1% |
| 30D | -13.1% | -24.3% | +11.2% | -10.1% |
| 3M | +14.9% | +1.0% | +13.9% | +14.2% |
| 6M | +13.1% | +57.4% | -44.2% | +3.8% |
| YTD | +35.3% | +39.8% | -4.5% | +25.7% |
| 1Y | +16.0% | +196.5% | -180.5% | -4.2% |
| 3Y | +179.6% | +357.2% | -177.6% | +102.3% |
| 5Y | +75.0% | +18.9% | +56.1% | +50.7% |
| All | +99.4% | +37.7% | +61.7% | +69.0% |
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