+90.1%
LLY vs GLXY
-35.4%
+125.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.3% | -0.7% |
| 7D | +4.6% | +16.9% | -12.4% | +4.5% |
| 30D | +22.4% | -23.0% | +45.3% | +22.4% |
| 3M | +17.1% | -28.0% | +45.1% | +17.1% |
| 6M | +44.6% | -51.6% | +96.3% | +46.4% |
| YTD | +33.5% | -32.1% | +65.6% | +32.5% |
| 1Y | +41.1% | -51.5% | +92.6% | +41.0% |
| All | +90.1% | -35.4% | +125.5% | +85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling