-38.1%
GLXY vs A
+60.3%
-98.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.1% |
| 7D | -16.2% | +1.4% | -17.5% | -16.7% |
| 30D | -30.6% | +4.3% | -34.9% | -31.3% |
| 3M | -27.7% | +19.8% | -47.5% | -32.5% |
| 6M | -53.3% | +54.4% | -107.7% | -61.7% |
| YTD | -36.9% | +31.7% | -68.6% | -43.4% |
| 1Y | -55.6% | +22.4% | -78.1% | -58.2% |
| All | -38.1% | +60.3% | -98.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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