-36.4%
GLXY vs XYL
-20.2%
-16.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.8% | +6.1% |
| 7D | -0.5% | +2.1% | -2.6% | -0.7% |
| 30D | -28.6% | -3.4% | -25.3% | -28.9% |
| 3M | -28.1% | -17.2% | -10.9% | -22.2% |
| 6M | -52.0% | -12.0% | -40.0% | -51.6% |
| YTD | -35.1% | -26.3% | -8.8% | -23.8% |
| 1Y | -54.0% | -33.5% | -20.5% | -41.8% |
| All | -36.4% | -20.2% | -16.1% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling