+21.4%
XLB vs GLXY
-53.6%
+75.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | -0.1% |
| 7D | +0.5% | +5.3% | -4.7% | +0.4% |
| 30D | +5.2% | -19.8% | +25.0% | +5.5% |
| 3M | +0.3% | -31.4% | +31.7% | +1.0% |
| 6M | +1.2% | -53.3% | +54.5% | +3.7% |
| YTD | +16.6% | -35.7% | +52.3% | +15.8% |
| 1Y | +21.4% | -47.2% | +68.7% | +21.3% |
| All | +21.4% | -53.6% | +75.0% | +21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling