+194.7%
GWW vs VSXY
+37.7%
+157.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | -0.5% | -10.7% | +10.2% | +0.3% |
| 30D | -1.4% | -24.3% | +22.8% | +0.6% |
| 3M | -3.6% | +1.0% | -4.7% | -4.1% |
| 6M | +15.1% | +57.4% | -42.2% | +9.3% |
| YTD | +27.5% | +39.8% | -12.3% | +21.8% |
| 1Y | +29.6% | +196.5% | -166.9% | +15.3% |
| 3Y | +90.1% | +357.2% | -267.2% | +54.5% |
| 5Y | +222.6% | +18.9% | +203.7% | +190.6% |
| All | +194.7% | +37.7% | +157.0% | +160.0% |
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