-38.1%
GLXY vs EXPD
+66.3%
-104.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -16.2% | -7.4% | -8.8% | -15.4% |
| 30D | -30.6% | -2.1% | -28.5% | -30.1% |
| 3M | -27.7% | +5.7% | -33.4% | -27.3% |
| 6M | -53.3% | +21.4% | -74.7% | -53.4% |
| YTD | -36.9% | +27.6% | -64.5% | -37.0% |
| 1Y | -55.6% | +36.1% | -91.7% | -55.5% |
| All | -38.1% | +66.3% | -104.5% | -36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling