-38.1%
GLXY vs WU
-15.9%
-22.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -2.7% |
| 7D | -16.2% | +11.0% | -27.2% | -16.1% |
| 30D | -30.6% | +13.4% | -44.0% | -30.7% |
| 3M | -27.7% | +2.2% | -29.9% | -27.1% |
| 6M | -53.3% | -18.2% | -35.1% | -51.1% |
| YTD | -36.9% | -18.3% | -18.6% | -34.7% |
| 1Y | -55.6% | -12.2% | -43.4% | -55.6% |
| All | -38.1% | -15.9% | -22.2% | -38.4% |
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