-38.1%
GLXY vs HIG
+9.4%
-47.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -4.9% | -0.7% |
| 7D | -16.2% | +2.1% | -18.3% | -14.0% |
| 30D | -30.6% | +6.7% | -37.3% | -25.6% |
| 3M | -27.7% | -1.9% | -25.8% | -26.7% |
| 6M | -53.3% | +5.3% | -58.7% | -50.3% |
| YTD | -36.9% | +1.3% | -38.2% | -32.2% |
| 1Y | -55.6% | +7.2% | -62.8% | -52.6% |
| All | -38.1% | +9.4% | -47.5% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling