+194.4%
VSXY vs GWRE
-25.4%
+219.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -19.9% | +22.5% | +1.0% |
| 7D | -14.0% | -21.1% | +7.1% | -15.2% |
| 30D | -15.9% | +1.3% | -17.2% | -15.9% |
| 3M | +3.4% | +7.4% | -4.0% | +3.2% |
| 6M | +25.9% | +5.6% | +20.3% | +24.7% |
| YTD | +39.5% | -19.2% | +58.7% | +42.9% |
| 1Y | +194.4% | -25.1% | +219.5% | +202.7% |
| All | +194.4% | -25.4% | +219.8% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling