+5.8%
GLXY vs EFV
+40.4%
-34.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.4% |
| 7D | -8.9% | -2.0% | -6.9% | -4.7% |
| 30D | +19.9% | -0.2% | +20.1% | +20.9% |
| 3M | -20.0% | +9.1% | -29.1% | -32.4% |
| 6M | +10.5% | +11.7% | -1.2% | -9.4% |
| YTD | +7.9% | +17.0% | -9.1% | -18.0% |
| 1Y | -7.5% | +26.7% | -34.2% | -37.6% |
| All | +5.8% | +40.4% | -34.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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