-33.4%
GLXY vs VSH
+91.1%
-124.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.6% | -0.3% | -2.1% |
| 7D | +16.9% | +26.2% | -9.3% | +1.5% |
| 30D | -23.0% | -12.5% | -10.5% | -16.0% |
| 3M | -28.0% | -16.9% | -11.1% | -20.1% |
| 6M | -51.6% | -17.0% | -34.7% | -48.4% |
| YTD | -32.1% | +93.8% | -125.9% | -57.7% |
| 1Y | -51.5% | +99.3% | -150.8% | -69.9% |
| All | -33.4% | +91.1% | -124.5% | -58.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling