+10.3%
GLXY vs WU
-18.8%
+29.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.9% | -6.2% | -6.9% |
| 7D | +4.5% | -4.9% | +9.5% | +5.2% |
| 30D | +28.8% | -1.3% | +30.1% | +28.9% |
| 3M | -23.0% | -3.6% | -19.5% | -25.2% |
| 6M | +17.0% | -24.3% | +41.3% | +22.9% |
| YTD | +12.5% | -21.1% | +33.6% | +15.6% |
| 1Y | -5.4% | -10.3% | +4.9% | -10.6% |
| All | +10.3% | -18.8% | +29.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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