+36.1%
EEM vs GLXY
-35.4%
+71.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.5% | -0.8% |
| 7D | +5.3% | +16.9% | -11.6% | +3.2% |
| 30D | -7.0% | -23.0% | +16.0% | -4.8% |
| 3M | -8.0% | -28.0% | +20.0% | -5.4% |
| 6M | -6.6% | -51.6% | +45.0% | -0.5% |
| YTD | +12.3% | -32.1% | +44.4% | +14.5% |
| 1Y | +12.2% | -51.5% | +63.6% | +16.8% |
| All | +36.1% | -35.4% | +71.5% | +37.2% |
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