+144.9%
GLW vs GLXY
-38.3%
+183.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +6.2% | +3.0% | +7.6% |
| 7D | -5.9% | -0.5% | -5.3% | -6.0% |
| 30D | -26.0% | -28.6% | +2.6% | -20.1% |
| 3M | -29.9% | -28.1% | -1.8% | -24.9% |
| 6M | -37.8% | -52.0% | +14.2% | -28.0% |
| YTD | +33.1% | -35.1% | +68.2% | +43.1% |
| 1Y | +36.8% | -54.0% | +90.9% | +53.3% |
| All | +144.9% | -38.3% | +183.2% | +171.4% |
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