-38.1%
GLXY vs VCLT
+3.2%
-41.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -0.8% |
| 7D | -16.2% | +0.2% | -16.4% | -16.8% |
| 30D | -30.6% | +2.3% | -32.9% | -34.1% |
| 3M | -27.7% | -1.1% | -26.7% | -26.1% |
| 6M | -53.3% | -4.2% | -49.2% | -48.8% |
| YTD | -36.9% | -3.4% | -33.5% | -31.3% |
| 1Y | -55.6% | -3.8% | -51.8% | -51.1% |
| All | -38.1% | +3.2% | -41.3% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling