-33.4%
GLXY vs AGI
+20.8%
-54.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.2% | -0.8% | -3.7% |
| 7D | +16.9% | -7.5% | +24.4% | +19.7% |
| 30D | -23.0% | -9.9% | -13.1% | -20.4% |
| 3M | -28.0% | -14.2% | -13.8% | -23.9% |
| 6M | -51.6% | -35.2% | -16.4% | -45.3% |
| YTD | -32.1% | -25.2% | -6.9% | -25.3% |
| 1Y | -51.5% | -14.3% | -37.1% | -47.3% |
| All | -33.4% | +20.8% | -54.2% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling