-36.4%
GLXY vs AME
+33.0%
-69.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +1.2% |
| 7D | -0.5% | -1.5% | +1.0% | +2.7% |
| 30D | -28.6% | -4.2% | -24.5% | -23.4% |
| 3M | -28.1% | -5.9% | -22.1% | -21.5% |
| 6M | -52.0% | +2.8% | -54.8% | -51.7% |
| YTD | -35.1% | +16.6% | -51.7% | -40.7% |
| 1Y | -54.0% | +22.1% | -76.1% | -59.0% |
| All | -36.4% | +33.0% | -69.3% | -45.8% |
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