+4.4%
AGG vs GLXY
+7.0%
-2.6%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | -0.2% |
| 7D | -0.2% | +4.5% | -4.7% | -0.2% |
| 30D | -0.2% | +28.8% | -29.1% | -0.4% |
| 3M | -0.7% | -23.0% | +22.3% | -0.6% |
| 6M | -1.8% | +17.0% | -18.8% | -1.9% |
| YTD | -0.6% | +12.5% | -13.1% | -0.7% |
| 1Y | +0.4% | -5.4% | +5.7% | +0.3% |
| All | +4.4% | +7.0% | -2.6% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling