+60.9%
XLK vs GLXY
+3.8%
+57.1%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.2% |
| 7D | +0.2% | -7.3% | +7.5% | +1.2% |
| 30D | -0.6% | +15.7% | -16.4% | -3.0% |
| 3M | +2.6% | -26.7% | +29.2% | +5.6% |
| 6M | +34.0% | +13.7% | +20.3% | +29.6% |
| YTD | +30.7% | +9.1% | +21.5% | +25.4% |
| 1Y | +39.2% | -15.5% | +54.7% | +37.0% |
| All | +60.9% | +3.8% | +57.1% | +55.3% |
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 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