+37.0%
ARM vs GLXY
-38.3%
+75.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +6.2% | +0.5% | +4.5% |
| 7D | -5.3% | -0.5% | -4.8% | -5.6% |
| 30D | -30.0% | -28.6% | -1.4% | -22.3% |
| 3M | -34.1% | -28.1% | -6.0% | -27.1% |
| 6M | -12.6% | -52.0% | +39.4% | +7.8% |
| YTD | +70.4% | -35.1% | +105.5% | +88.5% |
| 1Y | +22.3% | -54.0% | +76.3% | +45.6% |
| All | +37.0% | -38.3% | +75.3% | +56.4% |
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