+15.5%
GLXY vs ET
+30.5%
-15.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.6% |
| 7D | +13.4% | +0.9% | +12.6% | +13.7% |
| 30D | +38.1% | +7.5% | +30.6% | +40.5% |
| 3M | -7.3% | +11.4% | -18.7% | -4.6% |
| 6M | +8.2% | +18.5% | -10.4% | +10.8% |
| YTD | +17.8% | +37.4% | -19.6% | +19.3% |
| 1Y | +14.9% | +30.9% | -16.0% | +14.8% |
| All | +15.5% | +30.5% | -15.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling