+46.7%
XYZ vs GLXY
-38.8%
+85.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.3% | +8.1% | +3.6% |
| 7D | -1.1% | +5.3% | -6.3% | -1.9% |
| 30D | +11.5% | -19.8% | +31.3% | +13.3% |
| 3M | +1.8% | -31.4% | +33.2% | +5.6% |
| 6M | +21.2% | -53.3% | +74.5% | +32.8% |
| YTD | +29.9% | -35.7% | +65.6% | +28.8% |
| 1Y | +35.8% | -47.2% | +83.0% | +39.4% |
| All | +46.7% | -38.8% | +85.5% | +42.7% |
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 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