+7.0%
GLXY vs WSM
+33.7%
-26.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.5% |
| 7D | -7.3% | -0.5% | -6.8% | -7.0% |
| 30D | +15.7% | -7.7% | +23.5% | +20.6% |
| 3M | -26.7% | +3.8% | -30.4% | -29.3% |
| 6M | +13.7% | +22.7% | -9.0% | -1.2% |
| YTD | +9.1% | +28.0% | -18.9% | -4.6% |
| 1Y | -15.5% | +12.7% | -28.2% | -23.7% |
| All | +7.0% | +33.7% | -26.7% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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