-36.9%
GLXY vs HIG
+9.1%
-46.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.7% | -4.9% |
| 7D | +5.3% | +2.6% | +2.7% | +8.0% |
| 30D | -19.8% | +4.2% | -24.0% | -15.5% |
| 3M | -31.4% | +0.2% | -31.6% | -29.4% |
| 6M | -53.3% | +4.6% | -57.9% | -50.4% |
| YTD | -35.7% | +1.1% | -36.8% | -31.0% |
| 1Y | -47.2% | +4.7% | -51.9% | -43.6% |
| All | -36.9% | +9.1% | -46.1% | -36.7% |
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