-55.2%
GLXY vs XHB
+5.8%
-61.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.4% | -22.4% | -19.4% |
| 7D | -26.8% | +9.7% | -36.6% | -31.3% |
| 30D | -38.3% | +11.7% | -50.0% | -43.0% |
| 3M | -36.9% | -1.4% | -35.5% | -36.3% |
| 6M | -52.1% | +6.8% | -58.9% | -54.7% |
| YTD | -37.5% | +5.5% | -43.0% | -41.4% |
| 1Y | -55.2% | +5.1% | -60.3% | -58.3% |
| All | -55.2% | +5.8% | -61.0% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 1y: compounded portfolio wealth divided by compounded XHB 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…
1y analysis · Full analysis span regression · 6 months rolling