+9.4%
XLU vs GLXY
+15.1%
-5.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.9% | +0.8% |
| 7D | +2.1% | +15.5% | -13.4% | +1.8% |
| 30D | -0.4% | +34.1% | -34.5% | -0.9% |
| 3M | +0.5% | -11.3% | +11.8% | +0.5% |
| 6M | -5.8% | +31.6% | -37.4% | -6.8% |
| YTD | +3.1% | +21.0% | -17.8% | +2.0% |
| 1Y | +8.1% | +11.7% | -3.6% | +7.9% |
| All | +9.4% | +15.1% | -5.7% | +8.7% |
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