-55.2%
GLXY vs AMCR
+32.3%
-87.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.3% | -20.3% | -16.5% |
| 7D | -26.8% | +6.2% | -33.0% | -26.6% |
| 30D | -38.3% | +16.0% | -54.4% | -38.5% |
| 3M | -36.9% | +4.4% | -41.3% | -36.7% |
| 6M | -52.1% | +35.5% | -87.6% | -54.2% |
| YTD | -37.5% | +21.5% | -59.0% | -37.8% |
| 1Y | -55.2% | +30.7% | -85.9% | -53.6% |
| All | -55.2% | +32.3% | -87.4% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling