-36.4%
GLXY vs EXEL
+56.0%
-92.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.1% | +3.1% | +5.0% |
| 7D | -0.5% | +2.3% | -2.8% | -1.2% |
| 30D | -28.6% | +19.8% | -48.5% | -33.3% |
| 3M | -28.1% | +32.7% | -60.7% | -35.6% |
| 6M | -52.0% | +49.0% | -101.0% | -59.5% |
| YTD | -35.1% | +63.7% | -98.8% | -48.0% |
| 1Y | -54.0% | +75.8% | -129.8% | -64.2% |
| All | -36.4% | +56.0% | -92.4% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling