+57.4%
EXPE vs GLXY
-41.9%
+99.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.2% | -10.1% | -4.9% |
| 7D | -9.3% | -14.6% | +5.3% | -9.4% |
| 30D | +0.1% | -36.2% | +36.3% | +0.9% |
| 3M | -15.3% | -30.1% | +14.8% | -15.3% |
| 6M | +5.5% | -56.1% | +61.6% | +8.1% |
| YTD | -8.0% | -38.9% | +30.9% | -9.5% |
| 1Y | +18.9% | -55.0% | +73.9% | +19.6% |
| All | +57.4% | -41.9% | +99.2% | +57.4% |
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 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