+34.5%
GD vs GLXY
-32.0%
+66.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +13.2% | -13.2% | -0.4% |
| 7D | +0.6% | +14.3% | -13.7% | +0.3% |
| 30D | +9.5% | -19.6% | +29.1% | +9.8% |
| 3M | -5.8% | -20.7% | +14.8% | -5.8% |
| 6M | +7.7% | -49.6% | +57.3% | +9.2% |
| YTD | +11.1% | -28.6% | +39.6% | +10.0% |
| 1Y | +6.1% | -48.0% | +54.1% | +6.3% |
| All | +34.5% | -32.0% | +66.5% | +35.6% |
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