+18.6%
GLXY vs VFC
-8.1%
+26.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +3.5% |
| 7D | +15.5% | +0.8% | +14.6% | +15.0% |
| 30D | +34.1% | -11.9% | +46.1% | +40.5% |
| 3M | -11.3% | -20.2% | +8.8% | -3.6% |
| 6M | +31.6% | -23.0% | +54.6% | +44.7% |
| YTD | +21.0% | -26.2% | +47.2% | +35.2% |
| 1Y | +11.7% | -13.3% | +25.0% | +17.9% |
| All | +18.6% | -8.1% | +26.8% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling