+250.6%
GLW vs GLXY
+15.1%
+235.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.7% | +4.8% | +6.9% |
| 7D | +14.0% | +15.5% | -1.4% | +10.0% |
| 30D | +0.4% | +34.1% | -33.8% | -6.9% |
| 3M | -11.3% | -11.3% | 0.0% | -10.7% |
| 6M | +35.1% | +31.6% | +3.5% | +25.3% |
| YTD | +90.5% | +21.0% | +69.6% | +77.2% |
| 1Y | +132.0% | +11.7% | +120.3% | +126.0% |
| All | +250.6% | +15.1% | +235.4% | +236.3% |
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