-30.0%
GLXY vs WY
-18.1%
-11.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.1% | +13.1% | +13.2% |
| 7D | +14.3% | -5.1% | +19.4% | +12.7% |
| 30D | -19.6% | +9.0% | -28.7% | -18.6% |
| 3M | -20.7% | -16.7% | -4.0% | -19.5% |
| 6M | -49.6% | -10.3% | -39.3% | -49.5% |
| YTD | -28.6% | -10.5% | -18.1% | -28.9% |
| 1Y | -48.0% | -5.9% | -42.2% | -48.8% |
| All | -30.0% | -18.1% | -11.8% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 5y: compounded portfolio wealth divided by compounded WY 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…
5y analysis · Full analysis span regression · 6 months rolling