-40.1%
GLXY vs VSH
+60.1%
-100.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +1.7% |
| 7D | -14.6% | -12.9% | -1.7% | -6.6% |
| 30D | -36.2% | -36.9% | +0.7% | -15.8% |
| 3M | -30.1% | -28.8% | -1.3% | -14.8% |
| 6M | -56.1% | -30.3% | -25.8% | -47.9% |
| YTD | -38.9% | +62.4% | -101.3% | -57.5% |
| 1Y | -55.0% | +62.5% | -117.6% | -68.6% |
| All | -40.1% | +60.1% | -100.1% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling