+10.3%
GLXY vs EFV
+40.8%
-30.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.1% | -5.0% |
| 7D | +4.5% | -0.5% | +5.0% | +6.0% |
| 30D | +28.8% | 0.0% | +28.8% | +29.4% |
| 3M | -23.0% | +8.4% | -31.5% | -34.1% |
| 6M | +17.0% | +12.3% | +4.7% | -5.3% |
| YTD | +12.5% | +17.4% | -4.9% | -15.1% |
| 1Y | -5.4% | +27.1% | -32.5% | -36.6% |
| All | +10.3% | +40.8% | -30.5% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling