+29.5%
SPY vs GLXY
-35.4%
+64.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.6% | 0.0% |
| 7D | +3.3% | +16.9% | -13.7% | +2.1% |
| 30D | -2.7% | -23.0% | +20.3% | -1.5% |
| 3M | -1.7% | -28.0% | +26.2% | -0.4% |
| 6M | +3.1% | -51.6% | +54.7% | +6.7% |
| YTD | +11.9% | -32.1% | +44.0% | +11.8% |
| 1Y | +12.0% | -51.5% | +63.4% | +13.9% |
| All | +29.5% | -35.4% | +64.9% | +29.2% |
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