+2.1%
EXC vs GLXY
-51.0%
+53.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +5.0% | -0.1% |
| 7D | -1.9% | +16.9% | -18.9% | -1.4% |
| 30D | +7.8% | -23.0% | +30.8% | +7.4% |
| 3M | +1.9% | -28.0% | +29.9% | +1.6% |
| 6M | +3.4% | -51.6% | +55.0% | +3.1% |
| YTD | +7.6% | -32.1% | +39.7% | +7.4% |
| 1Y | +2.1% | -51.5% | +53.6% | +2.3% |
| All | +2.1% | -51.0% | +53.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling