+47.9%
QLD vs GLXY
-40.0%
+87.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.6% |
| 7D | -3.8% | -16.2% | +12.4% | -0.3% |
| 30D | -20.5% | -30.6% | +10.1% | -14.7% |
| 3M | -14.6% | -27.7% | +13.1% | -9.9% |
| 6M | -14.7% | -53.3% | +38.7% | -2.7% |
| YTD | +11.2% | -36.9% | +48.1% | +16.8% |
| 1Y | +7.1% | -55.6% | +62.7% | +18.5% |
| All | +47.9% | -40.0% | +87.8% | +56.3% |
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