-33.4%
GLXY vs AME
+34.5%
-68.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.6% |
| 7D | +16.9% | +8.1% | +8.9% | +6.8% |
| 30D | -23.0% | -3.8% | -19.2% | -17.9% |
| 3M | -28.0% | -6.6% | -21.4% | -21.1% |
| 6M | -51.6% | +4.6% | -56.2% | -52.2% |
| YTD | -32.1% | +17.9% | -50.0% | -38.8% |
| 1Y | -51.5% | +23.2% | -74.7% | -57.3% |
| All | -33.4% | +34.5% | -68.0% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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