+121.2%
PSX vs GLXY
-38.8%
+160.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +0.6% |
| 7D | +7.8% | +5.3% | +2.5% | +7.9% |
| 30D | -10.9% | -19.8% | +8.9% | -11.3% |
| 3M | +14.5% | -31.4% | +45.8% | +13.5% |
| 6M | +56.1% | -53.3% | +109.4% | +53.5% |
| YTD | +109.6% | -35.7% | +145.3% | +106.4% |
| 1Y | +95.5% | -47.2% | +142.7% | +92.4% |
| All | +121.2% | -38.8% | +160.0% | +121.7% |
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