-40.1%
GLXY vs EL
+73.9%
-114.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +4.2% |
| 7D | -14.6% | +0.8% | -15.4% | -15.2% |
| 30D | -36.2% | +16.5% | -52.7% | -41.1% |
| 3M | -30.1% | +29.2% | -59.3% | -38.8% |
| 6M | -56.1% | +27.9% | -84.0% | -61.7% |
| YTD | -38.9% | +6.2% | -45.1% | -41.9% |
| 1Y | -55.0% | +27.2% | -82.2% | -59.9% |
| All | -40.1% | +73.9% | -114.0% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling