+16.1%
XLP vs GLXY
-32.0%
+48.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.2% | -12.7% | +0.9% |
| 7D | -0.5% | +14.3% | -14.8% | -0.1% |
| 30D | +8.3% | -19.6% | +28.0% | +8.1% |
| 3M | +8.7% | -20.7% | +29.4% | +8.5% |
| 6M | +11.2% | -49.6% | +60.8% | +10.8% |
| YTD | +20.0% | -28.6% | +48.6% | +19.5% |
| 1Y | +21.3% | -48.0% | +69.4% | +20.7% |
| All | +16.1% | -32.0% | +48.1% | +14.8% |
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