+300.2%
GH vs GLXY
+7.0%
+293.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.0% | +8.1% | +1.7% |
| 7D | -0.2% | +4.5% | -4.7% | -0.7% |
| 30D | -2.6% | +28.8% | -31.5% | -5.0% |
| 3M | +25.1% | -23.0% | +48.1% | +26.8% |
| 6M | +78.5% | +17.0% | +61.5% | +73.4% |
| YTD | +59.4% | +12.5% | +46.9% | +53.8% |
| 1Y | +173.9% | -5.4% | +179.2% | +158.6% |
| All | +300.2% | +7.0% | +293.2% | +275.1% |
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