+20.4%
XLV vs GLXY
-7.5%
+27.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -3.6% | -7.3% | +3.8% | -3.5% |
| 30D | -1.8% | +15.7% | -17.6% | -1.9% |
| 3M | +7.8% | -26.7% | +34.4% | +8.6% |
| 6M | +9.1% | +13.7% | -4.6% | +8.6% |
| YTD | +7.7% | +9.1% | -1.4% | +6.7% |
| 1Y | +20.4% | -15.5% | +35.9% | +19.5% |
| All | +20.4% | -7.5% | +27.9% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling