-55.6%
GLXY vs VMC
+0.8%
-56.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.6% |
| 7D | -16.2% | +1.1% | -17.3% | -16.3% |
| 30D | -30.6% | +17.7% | -48.3% | -34.0% |
| 3M | -27.7% | +1.1% | -28.8% | -27.8% |
| 6M | -53.3% | +1.8% | -55.2% | -54.5% |
| YTD | -36.9% | +1.5% | -38.4% | -44.9% |
| 1Y | -55.6% | -1.1% | -54.5% | -59.2% |
| All | -55.6% | +0.8% | -56.4% | -59.2% |
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