+54.8%
QLD vs GLXY
-32.0%
+86.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.2% | -8.5% | +1.6% |
| 7D | -1.2% | +14.3% | -15.5% | -4.1% |
| 30D | -15.7% | -19.6% | +3.9% | -12.6% |
| 3M | -10.0% | -20.7% | +10.6% | -7.2% |
| 6M | -11.2% | -49.6% | +38.4% | -0.8% |
| YTD | +16.4% | -28.6% | +44.9% | +18.7% |
| 1Y | +12.7% | -48.0% | +60.7% | +20.4% |
| All | +54.8% | -32.0% | +86.8% | +58.8% |
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