+89.4%
VRT vs GLXY
-38.3%
+127.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.2% | +3.4% | +7.8% |
| 7D | -10.6% | -0.5% | -10.1% | -10.1% |
| 30D | -17.4% | -28.6% | +11.2% | -9.5% |
| 3M | -26.4% | -28.1% | +1.7% | -19.7% |
| 6M | -41.0% | -52.0% | +11.0% | -30.4% |
| YTD | +23.8% | -35.1% | +58.9% | +32.9% |
| 1Y | +11.6% | -54.0% | +65.6% | +26.7% |
| All | +89.4% | -38.3% | +127.6% | +107.7% |
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