-33.4%
GLXY vs EAT
+32.3%
-65.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.4% | -4.6% |
| 7D | +16.9% | -7.1% | +24.0% | +19.0% |
| 30D | -23.0% | -2.3% | -20.6% | -22.8% |
| 3M | -28.0% | -19.6% | -8.4% | -24.9% |
| 6M | -51.6% | +46.0% | -97.6% | -57.5% |
| YTD | -32.1% | +37.7% | -69.8% | -39.4% |
| 1Y | -51.5% | +73.8% | -125.2% | -58.7% |
| All | -33.4% | +32.3% | -65.7% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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