+88.0%
LLY vs GLXY
-38.3%
+126.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.9% | +4.3% |
| 7D | +0.1% | -0.5% | +0.6% | 0.0% |
| 30D | +19.7% | -28.6% | +48.4% | +19.8% |
| 3M | +19.3% | -28.1% | +47.3% | +19.2% |
| 6M | +49.3% | -52.0% | +101.3% | +50.9% |
| YTD | +32.0% | -35.1% | +67.1% | +31.1% |
| 1Y | +53.7% | -54.0% | +107.7% | +53.7% |
| All | +88.0% | -38.3% | +126.3% | +83.0% |
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 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