-36.4%
GLXY vs VMC
+7.2%
-43.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.6% | +3.7% | +5.7% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -28.6% | +18.6% | -47.2% | -32.7% |
| 3M | -28.1% | +2.0% | -30.1% | -28.5% |
| 6M | -52.0% | +2.6% | -54.6% | -53.3% |
| YTD | -35.1% | +2.3% | -37.4% | -38.4% |
| 1Y | -54.0% | +1.7% | -55.7% | -55.6% |
| All | -36.4% | +7.2% | -43.6% | -38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling