+8.2%
EXC vs GLXY
-41.9%
+50.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.2% | -7.2% | -1.8% |
| 7D | -1.2% | -14.6% | +13.5% | -1.4% |
| 30D | +10.0% | -36.2% | +46.1% | +9.2% |
| 3M | +1.6% | -30.1% | +31.7% | +1.2% |
| 6M | +3.3% | -56.1% | +59.4% | +2.6% |
| YTD | +7.6% | -38.9% | +46.5% | +7.1% |
| 1Y | +3.5% | -55.0% | +58.5% | +2.8% |
| All | +8.2% | -41.9% | +50.1% | +7.8% |
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