+6.6%
XLP vs GLXY
+12.0%
-5.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | -1.0% | +13.4% | -14.5% | -0.8% |
| 30D | -0.9% | +38.1% | -39.0% | -0.2% |
| 3M | +3.8% | -7.3% | +11.1% | +4.2% |
| 6M | -1.7% | +8.2% | -9.9% | -1.5% |
| YTD | +10.3% | +17.8% | -7.5% | +10.6% |
| 1Y | +7.8% | +14.9% | -7.1% | +7.9% |
| All | +6.6% | +12.0% | -5.4% | +6.3% |
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