-55.2%
GLXY vs VMC
+3.7%
-58.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.6% | -21.6% | -17.5% |
| 7D | -26.8% | +12.3% | -39.2% | -28.9% |
| 30D | -38.3% | +21.2% | -59.5% | -41.5% |
| 3M | -36.9% | +4.6% | -41.5% | -37.3% |
| 6M | -52.1% | +3.9% | -56.0% | -53.0% |
| YTD | -37.5% | +5.0% | -42.5% | -44.5% |
| 1Y | -55.2% | +2.6% | -57.8% | -59.0% |
| All | -55.2% | +3.7% | -58.9% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling