-55.4%
GTLB vs VSXY
+51.0%
-106.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | -6.6% | -10.7% | +4.1% | -4.4% |
| 30D | +13.7% | -24.3% | +38.0% | +20.7% |
| 3M | +52.9% | +1.0% | +51.9% | +51.3% |
| 6M | +88.5% | +57.4% | +31.1% | +59.1% |
| YTD | +23.4% | +39.8% | -16.3% | +6.5% |
| 1Y | -3.8% | +196.5% | -200.3% | -35.6% |
| 3Y | -11.5% | +357.2% | -368.7% | -57.9% |
| All | -55.4% | +51.0% | -106.4% | -61.8% |
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 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