+214.8%
GS vs VSXY
+42.7%
+172.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.7% |
| 7D | +3.4% | -6.8% | +10.2% | +4.2% |
| 30D | +0.2% | -20.4% | +20.6% | +3.1% |
| 3M | -0.3% | +2.9% | -3.2% | -1.5% |
| 6M | +27.4% | +67.9% | -40.6% | +14.7% |
| YTD | +19.6% | +44.9% | -25.2% | +9.8% |
| 1Y | +42.5% | +205.9% | -163.5% | +15.3% |
| 3Y | +240.4% | +373.9% | -133.4% | +140.8% |
| 5Y | +188.9% | +23.5% | +165.4% | +137.9% |
| All | +214.8% | +42.7% | +172.1% | +158.4% |
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