-97.9%
GLXG vs SPY
+42.1%
-139.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.4% | -8.3% | -8.7% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -3.9% | +0.1% | -3.9% | -3.9% |
| 3M | -27.1% | +2.0% | -29.0% | -28.7% |
| 6M | -53.9% | +13.0% | -66.9% | -50.7% |
| YTD | -45.0% | +13.5% | -58.5% | -40.7% |
| 1Y | -76.7% | +20.0% | -96.6% | -73.7% |
| All | -97.9% | +42.1% | -139.9% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling