+21.0%
WFC vs GLXY
+7.0%
+14.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -7.0% | +9.0% | +2.3% |
| 7D | +0.4% | +4.5% | -4.1% | +0.2% |
| 30D | +2.5% | +28.8% | -26.4% | +0.9% |
| 3M | +10.0% | -23.0% | +33.0% | +10.9% |
| 6M | +15.1% | +17.0% | -1.9% | +11.6% |
| YTD | -2.2% | +12.5% | -14.7% | -6.3% |
| 1Y | +13.5% | -5.4% | +18.8% | +9.4% |
| All | +21.0% | +7.0% | +14.0% | +13.5% |
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