-10.3%
GTLB vs VSXY
+339.2%
-349.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.4% |
| 7D | -4.1% | -0.3% | -3.7% | -4.1% |
| 30D | +12.3% | -22.1% | +34.4% | +15.3% |
| 3M | +65.9% | -1.1% | +67.1% | +65.6% |
| 6M | +104.0% | +53.8% | +50.1% | +87.8% |
| YTD | +26.0% | +35.5% | -9.4% | +17.8% |
| 1Y | -3.5% | +186.0% | -189.5% | -22.3% |
| All | -10.3% | +339.2% | -349.5% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling