-5.4%
UL vs GLXY
+20.9%
-26.3%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | -0.1% |
| 7D | -1.3% | +13.4% | -14.8% | -0.9% |
| 30D | +0.5% | +38.1% | -37.6% | +1.5% |
| 3M | +17.6% | -7.3% | +24.9% | +18.4% |
| 6M | -5.4% | +8.2% | -13.5% | -8.1% |
| All | -5.4% | +20.9% | -26.3% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling