-97.7%
GLXG vs SPY
+41.3%
-139.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.3% |
| 7D | +1.0% | +0.5% | +0.4% | +1.1% |
| 30D | -8.9% | -0.9% | -8.0% | -9.1% |
| 3M | -8.9% | +3.9% | -12.8% | -9.1% |
| 6M | -51.4% | +14.5% | -66.0% | -47.2% |
| YTD | -40.4% | +12.9% | -53.3% | -35.8% |
| 1Y | -74.7% | +19.4% | -94.1% | -71.5% |
| All | -97.7% | +41.3% | -139.0% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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