+14.2%
BLK vs GLXY
+15.1%
-0.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.2% |
| 7D | -2.4% | +15.5% | -17.9% | -3.9% |
| 30D | -3.1% | +34.1% | -37.2% | -6.4% |
| 3M | +10.7% | -11.3% | +22.0% | +11.3% |
| 6M | +15.9% | +31.6% | -15.7% | +9.6% |
| YTD | +4.0% | +21.0% | -17.0% | -1.0% |
| 1Y | +1.3% | +11.7% | -10.4% | -3.9% |
| All | +14.2% | +15.1% | -0.9% | +5.8% |
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