+48.4%
XYZ vs GLXY
-40.0%
+88.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.8% | -0.6% | -3.0% |
| 7D | +12.6% | -16.2% | +28.8% | +14.7% |
| 30D | +10.8% | -30.6% | +41.4% | +15.6% |
| 3M | +8.4% | -27.7% | +36.1% | +11.4% |
| 6M | +14.3% | -53.3% | +67.7% | +25.2% |
| YTD | +31.5% | -36.9% | +68.4% | +30.9% |
| 1Y | +28.1% | -55.6% | +83.7% | +37.0% |
| All | +48.4% | -40.0% | +88.4% | +45.0% |
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