+7.1%
XLU vs GLXY
+2.7%
+4.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -0.9% |
| 7D | -1.2% | -8.9% | +7.8% | -1.0% |
| 30D | -2.5% | +19.9% | -22.4% | -2.9% |
| 3M | -2.7% | -20.0% | +17.2% | -2.5% |
| 6M | -7.5% | +10.5% | -18.0% | -8.1% |
| YTD | +0.9% | +7.9% | -7.0% | 0.0% |
| 1Y | +3.3% | -7.5% | +10.8% | +3.3% |
| All | +7.1% | +2.7% | +4.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling