+40.2%
QLD vs GLXY
-41.9%
+82.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +1.4% |
| 7D | -10.3% | -14.6% | +4.4% | -7.7% |
| 30D | -26.1% | -36.2% | +10.1% | -19.2% |
| 3M | -17.8% | -30.1% | +12.3% | -12.6% |
| 6M | -15.6% | -56.1% | +40.5% | -2.5% |
| YTD | +5.4% | -38.9% | +44.3% | +11.5% |
| 1Y | +5.2% | -55.0% | +60.3% | +16.4% |
| All | +40.2% | -41.9% | +82.0% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling