+21.8%
VWO vs GLXY
-38.8%
+60.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.3% | +5.2% | +0.4% |
| 7D | +2.0% | +5.3% | -3.3% | +1.5% |
| 30D | -4.3% | -19.8% | +15.5% | -3.1% |
| 3M | -6.4% | -31.4% | +25.0% | -4.3% |
| 6M | -5.6% | -53.3% | +47.7% | -1.2% |
| YTD | +5.2% | -35.7% | +40.9% | +6.2% |
| 1Y | +5.2% | -47.2% | +52.4% | +7.2% |
| All | +21.8% | -38.8% | +60.6% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling