-40.1%
GLXY vs WAB
+39.7%
-79.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.4% | +3.6% |
| 7D | -14.6% | +1.4% | -16.1% | -15.7% |
| 30D | -36.2% | +0.4% | -36.6% | -36.0% |
| 3M | -30.1% | -3.8% | -26.2% | -27.5% |
| 6M | -56.1% | +5.1% | -61.2% | -57.5% |
| YTD | -38.9% | +33.3% | -72.2% | -53.5% |
| 1Y | -55.0% | +39.8% | -94.9% | -67.1% |
| All | -40.1% | +39.7% | -79.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 3y: compounded portfolio wealth divided by compounded WAB 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…
3y analysis · Full analysis span regression · 6 months rolling