+91.8%
GEV vs GLXY
-35.4%
+127.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +2.3% |
| 7D | +6.2% | +16.9% | -10.7% | +2.5% |
| 30D | -18.4% | -23.0% | +4.6% | -14.9% |
| 3M | -21.2% | -28.0% | +6.7% | -17.4% |
| 6M | -23.6% | -51.6% | +28.1% | -15.3% |
| YTD | +25.5% | -32.1% | +57.7% | +27.9% |
| 1Y | +42.6% | -51.5% | +94.0% | +51.7% |
| All | +91.8% | -35.4% | +127.2% | +102.6% |
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