-55.2%
GLXY vs VFC
+52.5%
-107.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.4% | -21.4% | -18.5% |
| 7D | -26.8% | +21.5% | -48.3% | -32.2% |
| 30D | -38.3% | +46.7% | -85.0% | -47.4% |
| 3M | -36.9% | +38.4% | -75.3% | -45.1% |
| 6M | -52.1% | +15.2% | -67.3% | -54.9% |
| YTD | -37.5% | +17.8% | -55.3% | -41.8% |
| 1Y | -55.2% | +55.6% | -110.7% | -62.4% |
| All | -55.2% | +52.5% | -107.6% | -62.4% |
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