+10.3%
GLXY vs XHB
+0.8%
+9.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.1% |
| 7D | +4.5% | -1.9% | +6.4% | +5.9% |
| 30D | +28.8% | -8.3% | +37.2% | +35.9% |
| 3M | -23.0% | -7.1% | -15.9% | -19.9% |
| 6M | +17.0% | -5.3% | +22.3% | +19.7% |
| YTD | +12.5% | -3.2% | +15.7% | +13.6% |
| 1Y | -5.4% | -13.9% | +8.5% | +0.4% |
| All | +10.3% | +0.8% | +9.5% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling