+167.0%
APA vs GLXY
-38.3%
+205.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | 0.0% |
| 7D | -8.7% | -0.5% | -8.2% | -8.6% |
| 30D | -2.4% | -28.6% | +26.2% | -3.1% |
| 3M | +19.0% | -28.1% | +47.1% | +18.1% |
| 6M | +26.8% | -52.0% | +78.8% | +25.3% |
| YTD | +87.3% | -35.1% | +122.5% | +84.5% |
| 1Y | +92.3% | -54.0% | +146.3% | +89.5% |
| All | +167.0% | -38.3% | +205.3% | +172.8% |
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 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