-5.4%
GLXY vs EXEL
+54.7%
-60.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.1% | -8.2% | -7.4% |
| 7D | +4.5% | -0.3% | +4.9% | +4.6% |
| 30D | +28.8% | +10.1% | +18.7% | +24.2% |
| 3M | -23.0% | +10.1% | -33.1% | -26.2% |
| 6M | +17.0% | +37.7% | -20.7% | +1.3% |
| YTD | +12.5% | +33.1% | -20.6% | -2.2% |
| 1Y | -5.4% | +52.4% | -57.8% | -23.8% |
| All | -5.4% | +54.7% | -60.1% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling