-36.9%
GLXY vs AGI
+20.2%
-57.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.1% |
| 7D | +5.3% | -10.1% | +15.4% | +8.7% |
| 30D | -19.8% | -6.5% | -13.3% | -18.2% |
| 3M | -31.4% | -12.8% | -18.5% | -27.8% |
| 6M | -53.3% | -34.3% | -19.0% | -47.3% |
| YTD | -35.7% | -25.6% | -10.1% | -29.1% |
| 1Y | -47.2% | -14.2% | -33.0% | -42.6% |
| All | -36.9% | +20.2% | -57.1% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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