+10.3%
GLXY vs VMC
-7.6%
+17.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.3% | -3.8% | -5.8% |
| 7D | +4.5% | -5.3% | +9.8% | +6.6% |
| 30D | +28.8% | -12.3% | +41.1% | +34.9% |
| 3M | -23.0% | -10.3% | -12.8% | -21.5% |
| 6M | +17.0% | -8.6% | +25.6% | +16.7% |
| YTD | +12.5% | -11.9% | +24.4% | +12.4% |
| 1Y | -5.4% | -13.9% | +8.5% | -3.2% |
| All | +10.3% | -7.6% | +17.9% | +11.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling