+172.9%
VLO vs GLXY
-38.3%
+211.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.2% | +3.0% |
| 7D | -6.5% | -0.5% | -5.9% | -6.3% |
| 30D | -17.8% | -28.6% | +10.9% | -18.2% |
| 3M | +19.6% | -28.1% | +47.7% | +18.9% |
| 6M | +49.3% | -52.0% | +101.3% | +47.4% |
| YTD | +122.4% | -35.1% | +157.5% | +118.4% |
| 1Y | +107.4% | -54.0% | +161.5% | +103.4% |
| All | +172.9% | -38.3% | +211.1% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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