-36.9%
GLXY vs LII
-40.3%
+3.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.1% | -6.4% | -5.7% |
| 7D | +5.3% | +2.9% | +2.3% | +4.3% |
| 30D | -19.8% | +0.9% | -20.7% | -21.7% |
| 3M | -31.4% | -15.5% | -15.8% | -26.9% |
| 6M | -53.3% | -30.2% | -23.1% | -45.9% |
| YTD | -35.7% | -26.8% | -8.8% | -28.8% |
| 1Y | -47.2% | -25.3% | -21.9% | -42.0% |
| All | -36.9% | -40.3% | +3.4% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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