+20.8%
XLB vs GLXY
+7.0%
+13.8%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +6.0% | -0.8% |
| 7D | -2.9% | +4.5% | -7.5% | -3.1% |
| 30D | -3.4% | +28.8% | -32.2% | -4.4% |
| 3M | +1.6% | -23.0% | +24.6% | +2.6% |
| 6M | +3.6% | +17.0% | -13.4% | +2.4% |
| YTD | +14.2% | +12.5% | +1.8% | +12.2% |
| 1Y | +15.6% | -5.4% | +21.0% | +14.2% |
| All | +20.8% | +7.0% | +13.8% | +18.0% |
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