-54.4%
GLXY vs EXPD
+39.7%
-94.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.5% | +5.7% |
| 7D | -0.5% | -5.5% | +4.9% | +0.8% |
| 30D | -28.6% | -1.9% | -26.7% | -27.9% |
| 3M | -28.1% | +6.1% | -34.1% | -27.7% |
| 6M | -52.0% | +21.6% | -73.6% | -52.6% |
| YTD | -35.1% | +27.9% | -63.0% | -39.9% |
| All | -54.4% | +39.7% | -94.0% | -57.9% |
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