+4.8%
XLY vs GLXY
+3.8%
+1.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.8% |
| 7D | -1.7% | -7.3% | +5.6% | -1.2% |
| 30D | -4.2% | +15.7% | -19.9% | -5.4% |
| 3M | -2.7% | -26.7% | +24.0% | -0.8% |
| 6M | -0.6% | +13.7% | -14.3% | -3.0% |
| YTD | -5.0% | +9.1% | -14.1% | -7.7% |
| 1Y | -4.1% | -15.5% | +11.4% | -5.0% |
| All | +4.8% | +3.8% | +1.0% | +1.9% |
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