+80.3%
LLY vs GLXY
-41.9%
+122.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.2% | -6.0% | -0.8% |
| 7D | -4.5% | -14.6% | +10.1% | -4.5% |
| 30D | +13.9% | -36.2% | +50.1% | +14.1% |
| 3M | +13.8% | -30.1% | +43.9% | +13.7% |
| 6M | +37.6% | -56.1% | +93.7% | +39.3% |
| YTD | +26.6% | -38.9% | +65.5% | +25.8% |
| 1Y | +45.3% | -55.0% | +100.4% | +45.2% |
| All | +80.3% | -41.9% | +122.2% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling