+18.6%
GLXY vs VYM
+30.7%
-12.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +4.1% |
| 7D | +15.5% | +0.1% | +15.3% | +15.1% |
| 30D | +34.1% | -1.3% | +35.4% | +39.1% |
| 3M | -11.3% | +4.1% | -15.4% | -22.3% |
| 6M | +31.6% | +9.8% | +21.8% | -2.3% |
| YTD | +21.0% | +15.3% | +5.7% | -20.6% |
| 1Y | +11.7% | +20.0% | -8.3% | -31.9% |
| All | +18.6% | +30.7% | -12.1% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling