+48.2%
XYZ vs GLXY
-41.9%
+90.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +1.0% |
| 7D | +12.1% | -14.6% | +26.8% | +13.5% |
| 30D | +12.4% | -36.2% | +48.5% | +18.8% |
| 3M | +8.2% | -30.1% | +38.3% | +11.7% |
| 6M | +20.7% | -56.1% | +76.8% | +33.6% |
| YTD | +31.3% | -38.9% | +70.2% | +31.3% |
| 1Y | +20.5% | -55.0% | +75.5% | +28.0% |
| All | +48.2% | -41.9% | +90.1% | +45.5% |
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 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