+120.7%
U vs GLXY
-40.0%
+160.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.5% |
| 7D | +24.4% | -16.2% | +40.5% | +28.1% |
| 30D | +7.4% | -30.6% | +38.0% | +14.6% |
| 3M | +16.8% | -27.7% | +44.5% | +21.8% |
| 6M | +78.8% | -53.3% | +132.1% | +102.5% |
| YTD | +14.0% | -36.9% | +50.9% | +15.9% |
| 1Y | +16.7% | -55.6% | +72.3% | +28.5% |
| All | +120.7% | -40.0% | +160.7% | +130.4% |
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