+208.0%
VSXY vs GWRE
-24.5%
+232.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.9% | +2.4% | +8.9% |
| 7D | +14.2% | +2.2% | +12.0% | +14.4% |
| 30D | +21.9% | +4.5% | +17.3% | +22.5% |
| 3M | +22.1% | +6.4% | +15.7% | +23.2% |
| 6M | +116.7% | +18.8% | +97.8% | +117.3% |
| YTD | +101.1% | -15.1% | +116.2% | +113.5% |
| 1Y | +208.0% | -23.4% | +231.4% | +241.4% |
| All | +208.0% | -24.5% | +232.5% | +241.4% |
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