+148.3%
EWY vs GLXY
-38.8%
+187.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.4% |
| 7D | +4.2% | +5.3% | -1.1% | +2.7% |
| 30D | -10.7% | -19.8% | +9.1% | -6.5% |
| 3M | -20.1% | -31.4% | +11.3% | -13.5% |
| 6M | -24.3% | -53.3% | +29.0% | -11.5% |
| YTD | +46.9% | -35.7% | +82.6% | +61.3% |
| 1Y | +55.2% | -47.2% | +102.4% | +73.4% |
| All | +148.3% | -38.8% | +187.1% | +168.2% |
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