+116.4%
PSX vs GLXY
+15.1%
+101.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.7% |
| 7D | +2.8% | +15.5% | -12.6% | +3.3% |
| 30D | +27.8% | +34.1% | -6.4% | +28.8% |
| 3M | +42.0% | -11.3% | +53.4% | +41.9% |
| 6M | +58.1% | +31.6% | +26.5% | +59.2% |
| YTD | +105.0% | +21.0% | +84.0% | +105.3% |
| 1Y | +104.9% | +11.7% | +93.2% | +106.3% |
| All | +116.4% | +15.1% | +101.3% | +120.4% |
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 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