-54.4%
GLXY vs ESI
+19.1%
-73.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.1% | +1.1% | +1.3% |
| 7D | -0.5% | -3.5% | +2.9% | +3.9% |
| 30D | -28.6% | -9.3% | -19.4% | -20.4% |
| 3M | -28.1% | -12.8% | -15.3% | -17.2% |
| 6M | -52.0% | -24.6% | -27.4% | -38.8% |
| YTD | -35.1% | +32.7% | -67.9% | -58.1% |
| All | -54.4% | +19.1% | -73.5% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling