+7.7%
HYG vs GLXY
+15.1%
-7.4%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.1% |
| 7D | 0.0% | +15.5% | -15.4% | -0.2% |
| 30D | -0.1% | +34.1% | -34.2% | -0.6% |
| 3M | +1.0% | -11.3% | +12.3% | +1.0% |
| 6M | +2.3% | +31.6% | -29.3% | +1.6% |
| YTD | +2.1% | +21.0% | -18.9% | +1.3% |
| 1Y | +3.8% | +11.7% | -7.9% | +3.0% |
| All | +7.7% | +15.1% | -7.4% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling