+15.5%
GLXY vs EL
+64.1%
-48.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -2.1% |
| 7D | +13.4% | +0.8% | +12.6% | +13.0% |
| 30D | +38.1% | +19.8% | +18.3% | +26.0% |
| 3M | -7.3% | +25.7% | -33.0% | -17.3% |
| 6M | +8.2% | +5.4% | +2.7% | +3.3% |
| YTD | +17.8% | +0.2% | +17.5% | +15.8% |
| 1Y | +14.9% | +20.4% | -5.5% | +5.2% |
| All | +15.5% | +64.1% | -48.6% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling