+28.4%
ARM vs GLXY
-41.9%
+70.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +2.9% |
| 7D | -15.2% | -14.6% | -0.6% | -11.0% |
| 30D | -40.7% | -36.2% | -4.5% | -31.6% |
| 3M | -39.1% | -30.1% | -9.0% | -32.0% |
| 6M | -26.4% | -56.1% | +29.7% | -6.6% |
| YTD | +59.7% | -38.9% | +98.7% | +80.4% |
| 1Y | +10.3% | -55.0% | +65.4% | +33.0% |
| All | +28.4% | -41.9% | +70.3% | +49.6% |
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