+58.5%
EXPE vs GLXY
-35.4%
+93.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.5% |
| 7D | -4.2% | +16.9% | -21.1% | -4.3% |
| 30D | -4.5% | -23.0% | +18.5% | -4.1% |
| 3M | -19.7% | -28.0% | +8.3% | -19.5% |
| 6M | +18.3% | -51.6% | +69.9% | +21.3% |
| YTD | -7.3% | -32.1% | +24.8% | -8.9% |
| 1Y | -3.9% | -51.5% | +47.6% | -3.2% |
| All | +58.5% | -35.4% | +93.9% | +58.4% |
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 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