-31.8%
GIS vs GLXY
-38.8%
+7.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.3% | +7.7% | +2.0% |
| 7D | -3.4% | +5.3% | -8.6% | -2.9% |
| 30D | +6.9% | -19.8% | +26.7% | +6.2% |
| 3M | -10.1% | -31.4% | +21.2% | -11.2% |
| 6M | +5.9% | -53.3% | +59.2% | +3.7% |
| YTD | -21.1% | -35.7% | +14.6% | -21.7% |
| 1Y | -22.5% | -47.2% | +24.7% | -23.1% |
| All | -31.8% | -38.8% | +7.0% | -34.5% |
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