+38.6%
ETR vs GLXY
-40.0%
+78.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | 0.0% |
| 7D | +2.6% | -16.2% | +18.7% | +2.8% |
| 30D | +8.7% | -30.6% | +39.3% | +9.4% |
| 3M | +6.4% | -27.7% | +34.1% | +6.9% |
| 6M | +0.7% | -53.3% | +54.0% | +2.0% |
| YTD | +23.0% | -36.9% | +59.9% | +22.6% |
| 1Y | +17.9% | -55.6% | +73.5% | +18.9% |
| All | +38.6% | -40.0% | +78.6% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling