+66.7%
EXPE vs GLXY
+15.1%
+51.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.7% | -10.6% | -8.0% |
| 7D | -9.8% | +15.5% | -25.2% | -10.3% |
| 30D | -11.5% | +34.1% | -45.6% | -12.8% |
| 3M | +21.7% | -11.3% | +33.1% | +22.9% |
| 6M | +10.4% | +31.6% | -21.2% | +6.7% |
| YTD | -2.5% | +21.0% | -23.5% | -5.7% |
| 1Y | +27.3% | +11.7% | +15.7% | +24.9% |
| All | +66.7% | +15.1% | +51.6% | +64.1% |
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