+20.8%
EQIX vs GLXY
+2.7%
+18.1%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.2% | -1.6% |
| 7D | -1.6% | -8.9% | +7.3% | -1.2% |
| 30D | -0.4% | +19.9% | -20.2% | -1.3% |
| 3M | -0.9% | -20.0% | +19.0% | -0.6% |
| 6M | +8.1% | +10.5% | -2.4% | +6.8% |
| YTD | +35.7% | +7.9% | +27.8% | +33.3% |
| 1Y | +34.0% | -7.5% | +41.4% | +32.6% |
| All | +20.8% | +2.7% | +18.1% | +19.2% |
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 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