+29.1%
ALL vs GLXY
-32.0%
+61.1%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +13.2% | -12.8% | +1.5% |
| 7D | -2.6% | +14.3% | -16.9% | -1.4% |
| 30D | +12.7% | -19.6% | +32.3% | +11.7% |
| 3M | +0.4% | -20.7% | +21.1% | -0.2% |
| 6M | +23.8% | -49.6% | +73.4% | +21.1% |
| YTD | +27.8% | -28.6% | +56.4% | +27.5% |
| 1Y | +28.9% | -48.0% | +76.9% | +28.1% |
| All | +29.1% | -32.0% | +61.1% | +25.9% |
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 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