+14.9%
GLXY vs VFC
-6.8%
+21.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.7% |
| 7D | +13.4% | -1.6% | +15.1% | +14.2% |
| 30D | +38.1% | -11.6% | +49.7% | +45.8% |
| 3M | -7.3% | -18.1% | +10.8% | +1.0% |
| 6M | +8.2% | -27.4% | +35.5% | +23.7% |
| YTD | +17.8% | -24.8% | +42.6% | +32.8% |
| 1Y | +14.9% | -8.2% | +23.1% | +18.2% |
| All | +14.9% | -6.8% | +21.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling