-5.4%
GLXY vs AME
+26.4%
-31.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.6% | -6.4% | -6.4% |
| 7D | +4.5% | +1.3% | +3.2% | +3.3% |
| 30D | +28.8% | -6.6% | +35.4% | +37.5% |
| 3M | -23.0% | +3.0% | -26.0% | -25.3% |
| 6M | +17.0% | +5.3% | +11.7% | +11.2% |
| YTD | +12.5% | +15.4% | -3.0% | -0.4% |
| 1Y | -5.4% | +26.8% | -32.2% | -16.4% |
| All | -5.4% | +26.4% | -31.7% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling