-38.1%
GLXY vs VIG
+29.5%
-67.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.0% | -3.5% |
| 7D | -16.2% | +1.0% | -17.1% | -19.6% |
| 30D | -30.6% | +4.5% | -35.1% | -40.7% |
| 3M | -27.7% | +2.1% | -29.8% | -33.3% |
| 6M | -53.3% | +10.5% | -63.8% | -67.5% |
| YTD | -36.9% | +15.1% | -52.0% | -60.3% |
| 1Y | -55.6% | +16.9% | -72.5% | -72.9% |
| All | -38.1% | +29.5% | -67.6% | -66.8% |
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