+16.8%
WFC vs GLXY
-38.8%
+55.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.5% |
| 7D | +2.5% | +5.3% | -2.8% | +2.3% |
| 30D | +7.0% | -19.8% | +26.8% | +7.5% |
| 3M | -1.8% | -31.4% | +29.6% | -1.0% |
| 6M | +18.4% | -53.3% | +71.7% | +21.1% |
| YTD | -5.6% | -35.7% | +30.1% | -7.8% |
| 1Y | +3.9% | -47.2% | +51.1% | +2.7% |
| All | +16.8% | -38.8% | +55.6% | +11.7% |
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