-36.4%
GLXY vs ESI
+54.3%
-90.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +1.5% |
| 7D | -0.5% | -3.5% | +2.9% | +3.8% |
| 30D | -28.6% | -9.3% | -19.4% | -20.6% |
| 3M | -28.1% | -12.8% | -15.3% | -17.5% |
| 6M | -52.0% | -24.6% | -27.4% | -39.0% |
| YTD | -35.1% | +32.7% | -67.9% | -52.5% |
| 1Y | -54.0% | +20.3% | -74.3% | -62.9% |
| All | -36.4% | +54.3% | -90.6% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling