+48.8%
AMGN vs GLXY
+7.0%
+41.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.0% | +6.5% | -0.4% |
| 7D | -11.6% | +4.5% | -16.2% | -11.7% |
| 30D | -5.7% | +28.8% | -34.5% | -6.1% |
| 3M | +14.2% | -23.0% | +37.3% | +15.1% |
| 6M | +5.2% | +17.0% | -11.8% | +4.1% |
| YTD | +22.0% | +12.5% | +9.5% | +20.1% |
| 1Y | +43.6% | -5.4% | +49.0% | +41.9% |
| All | +48.8% | +7.0% | +41.8% | +43.6% |
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