-55.2%
GLXY vs VSH
+62.1%
-117.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -5.1% | -11.9% | -13.7% |
| 7D | -26.8% | -13.6% | -13.2% | -18.9% |
| 30D | -38.3% | -30.4% | -8.0% | -22.6% |
| 3M | -36.9% | -33.3% | -3.6% | -19.4% |
| 6M | -52.1% | -15.1% | -37.0% | -50.4% |
| YTD | -37.5% | +80.2% | -117.7% | -65.8% |
| 1Y | -55.2% | +63.4% | -118.5% | -73.2% |
| All | -55.2% | +62.1% | -117.2% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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