+16.3%
XLF vs GLXY
-38.8%
+55.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.1% | +1.0% |
| 7D | +2.7% | +5.3% | -2.6% | +2.5% |
| 30D | +7.6% | -19.8% | +27.4% | +8.0% |
| 3M | +1.1% | -31.4% | +32.4% | +1.8% |
| 6M | +15.9% | -53.3% | +69.2% | +18.3% |
| YTD | +8.4% | -35.7% | +44.1% | +7.4% |
| 1Y | +12.5% | -47.2% | +59.7% | +12.3% |
| All | +16.3% | -38.8% | +55.1% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling