+280.6%
GH vs GLXY
-32.0%
+312.6%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +13.2% | -13.5% | -1.7% |
| 7D | -8.2% | +14.3% | -22.5% | -9.5% |
| 30D | -4.9% | -19.6% | +14.7% | -3.7% |
| 3M | -6.2% | -20.7% | +14.4% | -5.4% |
| 6M | +60.0% | -49.6% | +109.6% | +66.4% |
| YTD | +51.5% | -28.6% | +80.1% | +50.7% |
| 1Y | +58.4% | -48.0% | +106.5% | +59.2% |
| All | +280.6% | -32.0% | +312.6% | +267.7% |
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