+53.6%
XYZ vs GLXY
-38.3%
+91.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.2% | -2.6% | +2.7% |
| 7D | +14.9% | -0.5% | +15.4% | +13.6% |
| 30D | +14.7% | -28.6% | +43.3% | +19.1% |
| 3M | +12.1% | -28.1% | +40.2% | +15.4% |
| 6M | +18.3% | -52.0% | +70.3% | +29.1% |
| YTD | +36.1% | -35.1% | +71.2% | +34.9% |
| 1Y | +35.3% | -54.0% | +89.3% | +43.9% |
| All | +53.6% | -38.3% | +91.8% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling