+61.1%
XLK vs GLXY
+15.1%
+46.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | +2.3% | +15.5% | -13.1% | +0.2% |
| 30D | -0.1% | +34.1% | -34.2% | -4.4% |
| 3M | +2.1% | -11.3% | +13.5% | +2.4% |
| 6M | +37.2% | +31.6% | +5.6% | +30.2% |
| YTD | +30.8% | +21.0% | +9.8% | +23.8% |
| 1Y | +42.6% | +11.7% | +30.9% | +36.9% |
| All | +61.1% | +15.1% | +46.0% | +53.3% |
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 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