+111.3%
PSX vs GLXY
-38.3%
+149.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.3% | +3.1% |
| 7D | -8.0% | -0.5% | -7.5% | -7.9% |
| 30D | -9.0% | -28.6% | +19.6% | -9.8% |
| 3M | +24.7% | -28.1% | +52.8% | +23.8% |
| 6M | +49.3% | -52.0% | +101.3% | +46.9% |
| YTD | +100.2% | -35.1% | +135.3% | +97.2% |
| 1Y | +88.8% | -54.0% | +142.9% | +85.4% |
| All | +111.3% | -38.3% | +149.5% | +111.8% |
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