-55.2%
GLXY vs EXPD
+53.8%
-109.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -3.2% | -13.8% | -16.4% |
| 7D | -26.8% | +0.3% | -27.1% | -26.6% |
| 30D | -38.3% | +1.8% | -40.2% | -38.2% |
| 3M | -36.9% | +8.9% | -45.8% | -37.2% |
| 6M | -52.1% | +42.2% | -94.3% | -54.0% |
| YTD | -37.5% | +33.4% | -70.9% | -43.1% |
| 1Y | -55.2% | +47.2% | -102.4% | -62.6% |
| All | -55.2% | +53.8% | -109.0% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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