-98.5%
GLXG vs SPY
+39.5%
-138.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -7.9% | +2.6% | -10.5% | -7.7% |
| 30D | -29.7% | -2.0% | -27.7% | -29.8% |
| 3M | -42.6% | -2.8% | -39.9% | -42.9% |
| 6M | -35.2% | +2.1% | -37.4% | -35.7% |
| YTD | -61.8% | +11.5% | -73.2% | -58.9% |
| 1Y | -83.6% | +13.5% | -97.1% | -82.3% |
| All | -98.5% | +39.5% | -138.0% | -96.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling