+52.4%
EEM vs GLXY
+7.0%
+45.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | +0.4% |
| 7D | +2.0% | +4.5% | -2.5% | +1.3% |
| 30D | +5.1% | +28.8% | -23.8% | +1.5% |
| 3M | +4.6% | -23.0% | +27.6% | +6.6% |
| 6M | +17.8% | +17.0% | +0.8% | +14.6% |
| YTD | +25.8% | +12.5% | +13.3% | +21.6% |
| 1Y | +36.4% | -5.4% | +41.8% | +33.0% |
| All | +52.4% | +7.0% | +45.4% | +45.8% |
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