+10.3%
GLXY vs VSH
+117.2%
-106.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.7% | -7.7% | -7.4% |
| 7D | +4.5% | +3.5% | +1.0% | +2.3% |
| 30D | +28.8% | -4.4% | +33.2% | +31.9% |
| 3M | -23.0% | -45.8% | +22.8% | +3.9% |
| 6M | +17.0% | +90.1% | -73.1% | -25.6% |
| YTD | +12.5% | +120.3% | -107.8% | -34.9% |
| 1Y | -5.4% | +112.2% | -117.6% | -43.1% |
| All | +10.3% | +117.2% | -106.9% | -35.4% |
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