+29.1%
VT vs GLXY
-38.3%
+67.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.2% | -3.6% | +2.1% |
| 7D | +0.4% | -0.5% | +0.9% | +0.1% |
| 30D | -2.6% | -28.6% | +26.0% | -0.6% |
| 3M | -3.2% | -28.1% | +24.8% | -1.7% |
| 6M | +0.9% | -52.0% | +52.9% | +5.0% |
| YTD | +11.3% | -35.1% | +46.4% | +12.0% |
| 1Y | +14.0% | -54.0% | +68.0% | +16.7% |
| All | +29.1% | -38.3% | +67.3% | +29.3% |
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