-55.2%
GLXY vs EL
+25.6%
-80.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.3% | -23.3% | -20.0% |
| 7D | -26.8% | +2.5% | -29.3% | -28.0% |
| 30D | -38.3% | +20.1% | -58.4% | -44.6% |
| 3M | -36.9% | +29.3% | -66.2% | -45.7% |
| 6M | -52.1% | +38.8% | -90.9% | -61.0% |
| YTD | -37.5% | +8.1% | -45.6% | -42.0% |
| 1Y | -55.2% | +22.3% | -77.5% | -62.7% |
| All | -55.2% | +25.6% | -80.8% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling