+78.0%
VSXY vs GWRE
+24.5%
+53.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +0.1% | -13.2% | +13.4% | +2.4% |
| 30D | -18.7% | -18.6% | -0.1% | -16.9% |
| 3M | -4.0% | +18.9% | -22.9% | -9.4% |
| 6M | +67.5% | -11.0% | +78.4% | +64.0% |
| YTD | +39.7% | -29.9% | +69.5% | +45.8% |
| 1Y | +180.0% | -44.3% | +224.3% | +213.7% |
| 3Y | +337.3% | +51.7% | +285.6% | +223.4% |
| 5Y | +22.7% | +15.4% | +7.2% | -7.6% |
| All | +78.0% | +24.5% | +53.5% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling