+167.9%
GAL vs VT
+339.8%
-171.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +0.1% |
| 7D | -2.4% | -4.2% | +1.8% | +0.2% |
| 30D | -3.0% | -5.8% | +2.8% | +0.5% |
| 3M | -3.6% | -5.2% | +1.6% | -0.4% |
| 6M | -1.0% | +0.1% | -1.1% | -1.2% |
| YTD | +5.7% | +8.2% | -2.5% | +0.5% |
| 1Y | +7.2% | +10.1% | -2.9% | +0.9% |
| 3Y | +44.9% | +69.7% | -24.8% | +4.3% |
| 5Y | +30.9% | +53.4% | -22.4% | -0.6% |
| 10Y | +116.3% | +219.2% | -102.9% | +5.9% |
| All | +167.9% | +339.8% | -171.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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