-40.1%
GLXY vs VFC
+42.6%
-82.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | -14.6% | +11.2% | -25.8% | -18.0% |
| 30D | -36.2% | +41.5% | -77.7% | -44.3% |
| 3M | -30.1% | +38.9% | -69.0% | -38.8% |
| 6M | -56.1% | +6.1% | -62.2% | -57.5% |
| YTD | -38.9% | +14.5% | -53.5% | -42.6% |
| 1Y | -55.0% | +46.0% | -101.0% | -61.0% |
| All | -40.1% | +42.6% | -82.7% | -50.3% |
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