+28.5%
EFA vs GLXY
+7.0%
+21.5%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | -0.6% |
| 7D | -0.5% | +4.5% | -5.0% | -0.8% |
| 30D | -1.3% | +28.8% | -30.2% | -3.2% |
| 3M | +5.2% | -23.0% | +28.2% | +6.4% |
| 6M | +9.4% | +17.0% | -7.7% | +7.2% |
| YTD | +12.7% | +12.5% | +0.2% | +10.0% |
| 1Y | +19.3% | -5.4% | +24.7% | +16.8% |
| All | +28.5% | +7.0% | +21.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling