-33.4%
GLXY vs A
+55.9%
-89.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -3.7% |
| 7D | +16.9% | +0.7% | +16.2% | +16.7% |
| 30D | -23.0% | +0.8% | -23.8% | -22.4% |
| 3M | -28.0% | +16.9% | -44.9% | -31.8% |
| 6M | -51.6% | +53.8% | -105.4% | -60.2% |
| YTD | -32.1% | +28.1% | -60.2% | -38.2% |
| 1Y | -51.5% | +15.0% | -66.5% | -52.8% |
| All | -33.4% | +55.9% | -89.3% | -44.4% |
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