+31.3%
D vs GLXY
-41.9%
+73.2%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -1.3% |
| 7D | +3.0% | -14.6% | +17.6% | +2.6% |
| 30D | +11.5% | -36.2% | +47.7% | +10.8% |
| 3M | +3.7% | -30.1% | +33.8% | +3.3% |
| 6M | +13.5% | -56.1% | +69.6% | +12.8% |
| YTD | +20.7% | -38.9% | +59.6% | +20.2% |
| 1Y | +18.2% | -55.0% | +73.3% | +17.6% |
| All | +31.3% | -41.9% | +73.2% | +29.7% |
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