+51.5%
GS vs GLXY
-40.0%
+91.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +1.6% | -16.2% | +17.7% | +3.7% |
| 30D | +1.7% | -30.6% | +32.3% | +5.9% |
| 3M | -11.6% | -27.7% | +16.1% | -9.0% |
| 6M | -1.9% | -53.3% | +51.4% | +6.0% |
| YTD | +5.1% | -36.9% | +42.0% | +6.7% |
| 1Y | +16.4% | -55.6% | +72.0% | +22.0% |
| All | +51.5% | -40.0% | +91.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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