-4.1%
VST vs GLXY
+12.0%
-16.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.6% |
| 7D | +8.9% | +13.4% | -4.5% | +6.7% |
| 30D | +6.2% | +38.1% | -31.9% | +0.6% |
| 3M | -2.7% | -7.3% | +4.6% | -3.2% |
| 6M | -8.4% | +8.2% | -16.5% | -11.4% |
| YTD | -7.2% | +17.8% | -25.0% | -12.5% |
| 1Y | -20.9% | +14.9% | -35.8% | -23.2% |
| All | -4.1% | +12.0% | -16.1% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling