-98.4%
GLXG vs SPY
+36.0%
-134.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.5% |
| 7D | +11.1% | -2.7% | +13.8% | +10.8% |
| 30D | -27.4% | -5.4% | -22.0% | -27.9% |
| 3M | -31.1% | -4.1% | -27.0% | -31.3% |
| 6M | -34.9% | +0.7% | -35.6% | -34.8% |
| YTD | -58.5% | +8.7% | -67.1% | -55.5% |
| 1Y | -82.2% | +10.9% | -93.1% | -80.7% |
| All | -98.4% | +36.0% | -134.4% | -96.0% |
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