+10.3%
GLXY vs AMCR
+1.2%
+9.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.7% | -4.3% | -6.7% |
| 7D | +4.5% | -6.3% | +10.8% | +5.2% |
| 30D | +28.8% | -7.1% | +36.0% | +29.7% |
| 3M | -23.0% | +12.7% | -35.7% | -25.4% |
| 6M | +17.0% | +5.2% | +11.9% | +13.1% |
| YTD | +12.5% | +8.1% | +4.4% | +9.3% |
| 1Y | -5.4% | +11.7% | -17.1% | -8.5% |
| All | +10.3% | +1.2% | +9.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling