+180.1%
GAL vs VT
+368.7%
-188.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.3% | +0.4% | -0.1% | 0.0% |
| 30D | +0.8% | +1.0% | -0.2% | +0.2% |
| 3M | +1.5% | +2.4% | -0.9% | 0.0% |
| 6M | +6.9% | +12.0% | -5.1% | -0.4% |
| YTD | +10.5% | +15.3% | -4.8% | +1.2% |
| 1Y | +15.6% | +22.6% | -7.0% | +1.9% |
| 3Y | +47.5% | +74.7% | -27.2% | +4.3% |
| 5Y | +38.6% | +66.1% | -27.5% | +0.2% |
| 10Y | +117.4% | +225.0% | -107.6% | +4.9% |
| All | +180.1% | +368.7% | -188.6% | +18.1% |
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