+87.4%
U vs GLXY
+15.1%
+72.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.7% | -0.1% | +2.0% |
| 7D | +4.5% | +15.5% | -11.0% | +1.0% |
| 30D | -0.6% | +34.1% | -34.7% | -7.9% |
| 3M | +48.4% | -11.3% | +59.8% | +49.8% |
| 6M | +115.4% | +31.6% | +83.8% | +91.2% |
| YTD | -3.2% | +21.0% | -24.2% | -13.3% |
| 1Y | -6.0% | +11.7% | -17.7% | -11.4% |
| All | +87.4% | +15.1% | +72.3% | +72.4% |
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