-40.1%
GLXY vs VLTO
+16.8%
-56.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.4% |
| 7D | -14.6% | +5.4% | -20.0% | -13.2% |
| 30D | -36.2% | +22.3% | -58.5% | -33.4% |
| 3M | -30.1% | +19.6% | -49.7% | -27.2% |
| 6M | -56.1% | +35.2% | -91.3% | -55.3% |
| YTD | -38.9% | +17.9% | -56.8% | -33.2% |
| 1Y | -55.0% | +19.5% | -74.6% | -51.0% |
| All | -40.1% | +16.8% | -56.9% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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