+30.9%
D vs GLXY
-40.0%
+70.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.1% |
| 7D | +2.4% | -16.2% | +18.5% | +2.0% |
| 30D | +10.9% | -30.6% | +41.5% | +10.4% |
| 3M | +2.8% | -27.7% | +30.6% | +2.6% |
| 6M | +12.7% | -53.3% | +66.0% | +12.1% |
| YTD | +20.3% | -36.9% | +57.2% | +19.9% |
| 1Y | +17.1% | -55.6% | +72.7% | +16.6% |
| All | +30.9% | -40.0% | +70.8% | +29.4% |
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 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