+15.5%
GLXY vs WU
-16.0%
+31.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | +13.4% | -0.8% | +14.3% | +13.5% |
| 30D | +38.1% | -1.1% | +39.2% | +38.2% |
| 3M | -7.3% | -3.9% | -3.5% | -9.1% |
| 6M | +8.2% | -20.7% | +28.8% | +12.6% |
| YTD | +17.8% | -18.4% | +36.1% | +20.5% |
| 1Y | +14.9% | -8.1% | +23.0% | +8.9% |
| All | +15.5% | -16.0% | +31.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling