+57.3%
LLY vs GLXY
-57.6%
+115.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -17.0% | +17.6% | +0.4% |
| 7D | +10.1% | -26.8% | +36.9% | +9.7% |
| 30D | +24.0% | -38.3% | +62.4% | +23.6% |
| 3M | +27.3% | -36.9% | +64.2% | +26.8% |
| 6M | +47.0% | -52.1% | +99.1% | +47.9% |
| YTD | +32.6% | -37.5% | +70.1% | +31.7% |
| 1Y | +57.3% | -55.2% | +112.5% | +55.4% |
| All | +57.3% | -57.6% | +115.0% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling