+141.5%
GLW vs GLXY
-38.8%
+180.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -2.9% |
| 7D | +7.7% | +5.3% | +2.5% | +6.3% |
| 30D | -18.8% | -19.8% | +1.0% | -14.9% |
| 3M | -27.7% | -31.4% | +3.6% | -21.7% |
| 6M | -44.4% | -53.3% | +8.9% | -35.4% |
| YTD | +31.3% | -35.7% | +67.0% | +41.4% |
| 1Y | +40.0% | -47.2% | +87.3% | +54.8% |
| All | +141.5% | -38.8% | +180.3% | +168.2% |
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