-55.2%
GLXY vs VYM
+21.8%
-77.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.2% | -18.2% | -20.5% |
| 7D | -26.8% | +1.2% | -28.0% | -29.9% |
| 30D | -38.3% | +5.2% | -43.6% | -48.1% |
| 3M | -36.9% | +0.5% | -37.4% | -38.1% |
| 6M | -52.1% | +7.7% | -59.8% | -63.7% |
| YTD | -37.5% | +17.2% | -54.7% | -65.4% |
| 1Y | -55.2% | +21.7% | -76.8% | -78.8% |
| All | -55.2% | +21.8% | -77.0% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling