+162.9%
GS vs VSXY
+96.5%
+66.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -3.2% | +11.8% | -15.0% | -4.7% |
| 30D | -2.4% | +25.9% | -28.4% | -5.5% |
| 3M | -15.7% | +15.5% | -31.3% | -17.9% |
| 6M | -6.8% | +109.7% | -116.5% | -18.4% |
| YTD | -0.1% | +99.5% | -99.5% | -12.4% |
| 1Y | +12.1% | +197.5% | -185.4% | -8.1% |
| 3Y | +185.8% | +453.3% | -267.5% | +99.4% |
| 5Y | +140.1% | +110.3% | +29.8% | +87.9% |
| All | +162.9% | +96.5% | +66.5% | +106.1% |
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