+9.8%
MSFT vs GLXY
+15.1%
-5.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | -1.4% | +15.5% | -16.9% | -2.6% |
| 30D | -1.0% | +34.1% | -35.1% | -3.6% |
| 3M | +20.2% | -11.3% | +31.5% | +19.3% |
| 6M | +21.3% | +31.6% | -10.3% | +16.2% |
| YTD | +2.8% | +21.0% | -18.2% | -1.1% |
| 1Y | 0.0% | +11.7% | -11.7% | -3.5% |
| All | +9.8% | +15.1% | -5.3% | +5.7% |
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