+10.3%
GLXY vs VFC
-10.1%
+20.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.2% | -4.8% | -6.2% |
| 7D | +4.5% | -2.3% | +6.9% | +5.5% |
| 30D | +28.8% | -13.4% | +42.2% | +35.9% |
| 3M | -23.0% | -23.7% | +0.7% | -14.8% |
| 6M | +17.0% | -24.5% | +41.5% | +29.7% |
| YTD | +12.5% | -27.8% | +40.3% | +26.9% |
| 1Y | -5.4% | -13.5% | +8.1% | +0.4% |
| All | +10.3% | -10.1% | +20.4% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling