-33.4%
GLXY vs ET
+20.0%
-53.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.8% | -4.9% |
| 7D | +16.9% | +3.0% | +13.9% | +16.9% |
| 30D | -23.0% | -3.5% | -19.5% | -23.3% |
| 3M | -28.0% | -5.6% | -22.4% | -28.7% |
| 6M | -51.6% | +0.5% | -52.1% | -51.0% |
| YTD | -32.1% | +26.3% | -58.5% | -32.3% |
| 1Y | -51.5% | +25.7% | -77.1% | -51.6% |
| All | -33.4% | +20.0% | -53.4% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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