+22.5%
EWZ vs GLXY
-38.8%
+61.3%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +1.7% |
| 7D | +0.8% | +5.3% | -4.5% | +0.4% |
| 30D | -24.4% | -19.8% | -4.6% | -23.6% |
| 3M | -4.6% | -31.4% | +26.8% | -2.8% |
| 6M | -11.6% | -53.3% | +41.8% | -7.7% |
| YTD | +2.4% | -35.7% | +38.1% | +2.7% |
| 1Y | +2.1% | -47.2% | +49.3% | +3.4% |
| All | +22.5% | -38.8% | +61.3% | +20.6% |
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