-54.5%
GTLB vs VSXY
+46.3%
-100.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.1% | +5.2% | +2.8% |
| 7D | -4.1% | -0.3% | -3.7% | -4.1% |
| 30D | +12.3% | -22.1% | +34.4% | +18.4% |
| 3M | +65.9% | -1.1% | +67.1% | +64.9% |
| 6M | +104.0% | +53.8% | +50.1% | +72.9% |
| YTD | +26.0% | +35.5% | -9.4% | +9.4% |
| 1Y | -3.5% | +186.0% | -189.5% | -34.8% |
| 3Y | -9.6% | +343.2% | -352.8% | -56.7% |
| All | -54.5% | +46.3% | -100.8% | -60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling