-48.0%
GLXY vs EXR
+26.8%
-74.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +13.0% | +13.2% |
| 7D | +14.3% | -1.1% | +15.5% | +14.2% |
| 30D | -19.6% | +18.8% | -38.4% | -21.3% |
| 3M | -20.7% | +9.9% | -30.6% | -21.0% |
| 6M | -49.6% | +12.6% | -62.2% | -51.4% |
| YTD | -28.6% | +26.5% | -55.1% | -29.9% |
| 1Y | -48.0% | +24.5% | -72.5% | -49.2% |
| All | -48.0% | +26.8% | -74.8% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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