+10.3%
GLXY vs VIG
+23.3%
-13.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.5% | -6.5% | -5.3% |
| 7D | +4.5% | -1.2% | +5.7% | +8.8% |
| 30D | +28.8% | -2.8% | +31.7% | +41.2% |
| 3M | -23.0% | +2.5% | -25.5% | -30.3% |
| 6M | +17.0% | +8.1% | +8.9% | -11.1% |
| YTD | +12.5% | +9.6% | +2.9% | -16.0% |
| 1Y | -5.4% | +14.2% | -19.5% | -34.7% |
| All | +10.3% | +23.3% | -13.0% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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