+15.5%
GLXY vs VSH
+117.9%
-102.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.1% | -3.1% |
| 7D | +13.4% | +4.1% | +9.4% | +10.8% |
| 30D | +38.1% | -4.2% | +42.3% | +41.0% |
| 3M | -7.3% | -50.0% | +42.7% | +30.4% |
| 6M | +8.2% | +80.2% | -72.0% | -28.7% |
| YTD | +17.8% | +121.1% | -103.3% | -31.9% |
| 1Y | +14.9% | +112.0% | -97.1% | -30.9% |
| All | +15.5% | +117.9% | -102.5% | -32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling