+12.7%
XLF vs GLXY
+7.0%
+5.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.1% |
| 7D | -1.0% | +4.5% | -5.6% | -1.2% |
| 30D | -1.3% | +28.8% | -30.1% | -2.4% |
| 3M | +9.1% | -23.0% | +32.2% | +10.1% |
| 6M | +14.4% | +17.0% | -2.7% | +12.1% |
| YTD | +5.1% | +12.5% | -7.4% | +2.4% |
| 1Y | +8.6% | -5.4% | +14.0% | +6.5% |
| All | +12.7% | +7.0% | +5.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling