+215.4%
GS vs VSXY
+37.4%
+178.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.3% |
| 7D | +0.9% | -14.0% | +14.9% | +2.8% |
| 30D | -1.6% | -15.9% | +14.3% | +0.4% |
| 3M | -4.5% | +3.4% | -7.9% | -5.7% |
| 6M | +20.9% | +25.9% | -5.0% | +13.6% |
| YTD | +19.9% | +39.5% | -19.6% | +10.6% |
| 1Y | +41.4% | +194.4% | -152.9% | +15.0% |
| 3Y | +239.2% | +281.4% | -42.3% | +148.4% |
| 5Y | +185.0% | +12.8% | +172.3% | +136.2% |
| All | +215.4% | +37.4% | +178.0% | +160.3% |
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