+16.8%
V vs GLXY
-38.3%
+55.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.2% | -6.3% | 0.0% |
| 7D | -0.8% | -0.5% | -0.2% | -0.8% |
| 30D | +9.5% | -28.6% | +38.2% | +9.4% |
| 3M | +16.7% | -28.1% | +44.7% | +16.4% |
| 6M | +32.9% | -52.0% | +84.9% | +33.1% |
| YTD | +21.1% | -35.1% | +56.2% | +19.3% |
| 1Y | +26.6% | -54.0% | +80.7% | +26.3% |
| All | +16.8% | -38.3% | +55.0% | +13.7% |
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