+7.0%
GLXY vs BOXX
+5.4%
+1.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +2.0% |
| 7D | -7.3% | +0.1% | -7.4% | -6.4% |
| 30D | +15.7% | +0.3% | +15.4% | +22.8% |
| 3M | -26.7% | +1.0% | -27.7% | -12.6% |
| 6M | +13.7% | +1.9% | +11.8% | +52.5% |
| YTD | +9.1% | +2.7% | +6.4% | +77.2% |
| 1Y | -15.5% | +4.0% | -19.5% | +132.1% |
| All | +7.0% | +5.4% | +1.6% | +556.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 5y: compounded portfolio wealth divided by compounded BOXX 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…
5y analysis · Full analysis span regression · 6 months rolling