-33.4%
GLXY vs VCLT
+2.6%
-36.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.7% | -2.6% |
| 7D | +16.9% | -1.9% | +18.9% | +21.3% |
| 30D | -23.0% | +1.4% | -24.4% | -25.7% |
| 3M | -28.0% | -1.8% | -26.2% | -25.4% |
| 6M | -51.6% | -3.9% | -47.7% | -47.1% |
| YTD | -32.1% | -3.9% | -28.2% | -25.4% |
| 1Y | -51.5% | -4.7% | -46.7% | -45.8% |
| All | -33.4% | +2.6% | -36.1% | -27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling