+7.0%
GLXY vs VTEB
+3.3%
+3.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | -0.1% |
| 7D | -7.3% | -0.9% | -6.4% | -4.2% |
| 30D | +15.7% | -2.5% | +18.3% | +25.9% |
| 3M | -26.7% | -3.0% | -23.7% | -18.8% |
| 6M | +13.7% | -2.1% | +15.8% | +22.9% |
| YTD | +9.1% | -1.5% | +10.6% | +18.2% |
| 1Y | -15.5% | +0.2% | -15.6% | -6.3% |
| All | +7.0% | +3.3% | +3.7% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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