+26.0%
D vs GLXY
+12.0%
+14.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +1.5% | +13.4% | -12.0% | +1.6% |
| 30D | -2.6% | +38.1% | -40.7% | -2.1% |
| 3M | 0.0% | -7.3% | +7.3% | +0.2% |
| 6M | +7.4% | +8.2% | -0.8% | +7.5% |
| YTD | +15.9% | +17.8% | -1.9% | +16.3% |
| 1Y | +18.1% | +14.9% | +3.2% | +18.8% |
| All | +26.0% | +12.0% | +14.0% | +25.5% |
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