+15.5%
GLXY vs VMC
-2.9%
+18.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -1.0% |
| 7D | +13.4% | -4.3% | +17.8% | +15.2% |
| 30D | +38.1% | -8.2% | +46.4% | +42.2% |
| 3M | -7.3% | -7.0% | -0.3% | -6.7% |
| 6M | +8.2% | -10.8% | +18.9% | +11.3% |
| YTD | +17.8% | -7.4% | +25.1% | +15.6% |
| 1Y | +14.9% | -9.5% | +24.4% | +14.9% |
| All | +15.5% | -2.9% | +18.4% | +14.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling