-47.2%
GLXY vs EL
+23.3%
-70.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.8% |
| 7D | +5.3% | +1.5% | +3.7% | +4.5% |
| 30D | -19.8% | +10.0% | -29.8% | -24.0% |
| 3M | -31.4% | +28.4% | -59.8% | -40.5% |
| 6M | -53.3% | +37.1% | -90.4% | -61.3% |
| YTD | -35.7% | +7.8% | -43.5% | -39.4% |
| 1Y | -47.2% | +26.0% | -73.3% | -54.0% |
| All | -47.2% | +23.3% | -70.5% | -54.0% |
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