+19.4%
ECL vs GLXY
-35.4%
+54.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.9% | +3.8% | -1.1% |
| 7D | -0.5% | +16.9% | -17.4% | -0.5% |
| 30D | +6.6% | -23.0% | +29.5% | +6.7% |
| 3M | +9.6% | -28.0% | +37.6% | +9.8% |
| 6M | +21.6% | -51.6% | +73.2% | +23.0% |
| YTD | +16.9% | -32.1% | +49.0% | +16.5% |
| 1Y | +17.9% | -51.5% | +69.3% | +18.5% |
| All | +19.4% | -35.4% | +54.8% | +19.1% |
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 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