+185.7%
APA vs GLXY
-35.4%
+221.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.9% | +6.9% | +1.9% |
| 7D | +9.6% | +16.9% | -7.3% | +10.0% |
| 30D | -0.2% | -23.0% | +22.8% | -0.7% |
| 3M | +19.8% | -28.0% | +47.8% | +18.9% |
| 6M | +30.1% | -51.6% | +81.7% | +28.5% |
| YTD | +100.4% | -32.1% | +132.5% | +97.6% |
| 1Y | +105.2% | -51.5% | +156.7% | +102.4% |
| All | +185.7% | -35.4% | +221.1% | +192.0% |
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