-55.0%
GLXY vs EXPD
+35.2%
-90.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +5.7% |
| 7D | -14.6% | -7.2% | -7.5% | -13.0% |
| 30D | -36.2% | -3.3% | -32.9% | -35.2% |
| 3M | -30.1% | +3.4% | -33.5% | -29.4% |
| 6M | -56.1% | +22.7% | -78.8% | -56.6% |
| YTD | -38.9% | +24.5% | -63.4% | -43.4% |
| 1Y | -55.0% | +38.6% | -93.7% | -62.1% |
| All | -55.0% | +35.2% | -90.2% | -62.1% |
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 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