+14.3%
XLP vs GLXY
-41.9%
+56.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -1.1% |
| 7D | +0.7% | -14.6% | +15.4% | +0.3% |
| 30D | +10.3% | -36.2% | +46.4% | +9.2% |
| 3M | +6.5% | -30.1% | +36.6% | +5.8% |
| 6M | +8.4% | -56.1% | +64.5% | +7.4% |
| YTD | +18.2% | -38.9% | +57.1% | +17.0% |
| 1Y | +22.4% | -55.0% | +77.5% | +21.1% |
| All | +14.3% | -41.9% | +56.2% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling