+42.2%
LLY vs GLXY
-53.6%
+95.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.5% | +1.2% |
| 7D | +6.7% | +5.3% | +1.5% | +6.8% |
| 30D | +19.6% | -19.8% | +39.4% | +19.3% |
| 3M | +19.7% | -31.4% | +51.1% | +19.3% |
| 6M | +42.7% | -53.3% | +96.1% | +44.1% |
| YTD | +35.1% | -35.7% | +70.8% | +34.0% |
| 1Y | +42.2% | -47.2% | +89.4% | +39.4% |
| All | +42.2% | -53.6% | +95.8% | +39.4% |
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