+7.0%
HYG vs GLXY
+3.8%
+3.2%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -0.7% | -7.3% | +6.6% | -0.6% |
| 30D | -0.7% | +15.7% | -16.5% | -1.0% |
| 3M | -0.2% | -26.7% | +26.5% | +0.2% |
| 6M | +1.4% | +13.7% | -12.3% | +0.9% |
| YTD | +1.5% | +9.1% | -7.7% | +0.8% |
| 1Y | +2.9% | -15.5% | +18.4% | +2.5% |
| All | +7.0% | +3.8% | +3.2% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling