+89.7%
GWW vs VSXY
+352.7%
-263.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.5% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -1.9% | -18.7% | +16.8% | -0.9% |
| 3M | -2.4% | -4.0% | +1.6% | -2.4% |
| 6M | +15.7% | +67.5% | -51.8% | +11.2% |
| YTD | +27.6% | +39.7% | -12.1% | +23.6% |
| 1Y | +27.2% | +180.0% | -152.8% | +17.8% |
| 3Y | +89.7% | +337.3% | -247.6% | +75.5% |
| All | +89.7% | +352.7% | -263.1% | +75.5% |
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