+20.0%
ECL vs GLXY
-40.0%
+59.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.5% | -0.2% |
| 7D | +0.4% | -16.2% | +16.6% | +0.5% |
| 30D | +8.6% | -30.6% | +39.2% | +8.8% |
| 3M | +7.9% | -27.7% | +35.6% | +8.0% |
| 6M | +21.0% | -53.3% | +74.4% | +22.3% |
| YTD | +17.5% | -36.9% | +54.4% | +17.1% |
| 1Y | +19.7% | -55.6% | +75.3% | +20.4% |
| All | +20.0% | -40.0% | +59.9% | +19.8% |
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 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