-33.4%
GLXY vs VIK
+91.1%
-124.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -4.2% |
| 7D | +16.9% | +3.2% | +13.8% | +15.1% |
| 30D | -23.0% | +8.2% | -31.2% | -26.9% |
| 3M | -28.0% | -14.7% | -13.3% | -21.5% |
| 6M | -51.6% | +10.3% | -61.9% | -56.1% |
| YTD | -32.1% | +24.5% | -56.6% | -44.0% |
| 1Y | -51.5% | +45.7% | -97.2% | -64.9% |
| All | -33.4% | +91.1% | -124.5% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 3y: compounded portfolio wealth divided by compounded VIK 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…
3y analysis · Full analysis span regression · 6 months rolling