-55.6%
GLXY vs XYL
-35.2%
-20.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -2.9% |
| 7D | -16.2% | +0.6% | -16.8% | -16.0% |
| 30D | -30.6% | -5.7% | -24.9% | -30.8% |
| 3M | -27.7% | -19.8% | -7.9% | -21.6% |
| 6M | -53.3% | -14.2% | -39.1% | -53.5% |
| YTD | -36.9% | -28.1% | -8.8% | -28.1% |
| 1Y | -55.6% | -35.0% | -20.6% | -34.2% |
| All | -55.6% | -35.2% | -20.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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