-38.1%
GLXY vs EXEL
+53.5%
-91.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.1% | -2.1% |
| 7D | -16.2% | -2.4% | -13.8% | -15.3% |
| 30D | -30.6% | +17.9% | -48.5% | -34.7% |
| 3M | -27.7% | +33.3% | -61.0% | -35.5% |
| 6M | -53.3% | +46.6% | -99.9% | -60.4% |
| YTD | -36.9% | +61.0% | -97.9% | -49.1% |
| 1Y | -55.6% | +70.4% | -126.1% | -65.0% |
| All | -38.1% | +53.5% | -91.6% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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