+5.8%
GLXY vs VSXY
+216.3%
-210.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.0% | -3.7% |
| 7D | -8.9% | -0.3% | -8.6% | -8.9% |
| 30D | +19.9% | -22.1% | +41.9% | +22.7% |
| 3M | -20.0% | -1.1% | -18.8% | -20.3% |
| 6M | +10.5% | +53.8% | -43.3% | +2.4% |
| YTD | +7.9% | +35.5% | -27.6% | +1.4% |
| 1Y | -7.5% | +186.0% | -193.5% | -29.4% |
| All | +5.8% | +216.3% | -210.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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