+10.3%
GLXY vs AGI
+55.0%
-44.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.3% | -8.3% | -7.4% |
| 7D | +4.5% | +2.2% | +2.3% | +3.8% |
| 30D | +28.8% | +11.3% | +17.6% | +25.1% |
| 3M | -23.0% | +5.6% | -28.7% | -24.5% |
| 6M | +17.0% | -27.7% | +44.7% | +25.1% |
| YTD | +12.5% | -4.1% | +16.6% | +14.1% |
| 1Y | -5.4% | +13.8% | -19.2% | -4.5% |
| All | +10.3% | +55.0% | -44.7% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling