+11.7%
GLXY vs ESI
+39.5%
-27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.2% | +2.2% |
| 7D | +15.5% | +5.4% | +10.1% | +10.2% |
| 30D | +34.1% | -4.2% | +38.3% | +39.5% |
| 3M | -11.3% | -9.6% | -1.7% | -5.5% |
| 6M | +31.6% | +18.3% | +13.3% | +1.3% |
| YTD | +21.0% | +45.8% | -24.9% | -26.8% |
| 1Y | +11.7% | +39.2% | -27.5% | -25.6% |
| All | +11.7% | +39.5% | -27.8% | -25.6% |
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