+29.2%
D vs GLXY
-35.4%
+64.6%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.9% |
| 7D | -3.1% | +16.9% | -20.0% | -2.6% |
| 30D | +8.4% | -23.0% | +31.3% | +8.1% |
| 3M | +0.2% | -28.0% | +28.2% | +0.1% |
| 6M | +9.5% | -51.6% | +61.1% | +9.1% |
| YTD | +18.8% | -32.1% | +50.9% | +18.7% |
| 1Y | +14.7% | -51.5% | +66.2% | +14.5% |
| All | +29.2% | -35.4% | +64.6% | +28.1% |
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