+5.8%
GLXY vs HIG
+8.6%
-2.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.2% | -3.9% |
| 7D | -8.9% | -2.3% | -6.7% | -10.3% |
| 30D | +19.9% | -1.2% | +21.1% | +19.3% |
| 3M | -20.0% | +6.3% | -26.3% | -17.1% |
| 6M | +10.5% | +0.6% | +10.0% | +13.6% |
| YTD | +7.9% | +0.6% | +7.3% | +12.6% |
| 1Y | -7.5% | +6.1% | -13.6% | -3.9% |
| All | +5.8% | +8.6% | -2.7% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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