-35.1%
GLXG vs VT
+5.0%
-40.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | -7.0% |
| 7D | -19.1% | -0.3% | -18.8% | -16.1% |
| 30D | -30.2% | -1.4% | -28.7% | -23.3% |
| 3M | -29.1% | -1.4% | -27.7% | -23.7% |
| 6M | -35.1% | +5.5% | -40.6% | -48.0% |
| All | -35.1% | +5.0% | -40.0% | -48.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling