-40.1%
GLXY vs AME
+27.6%
-67.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.5% | +2.7% | +2.2% |
| 7D | -14.6% | -5.2% | -9.5% | -7.8% |
| 30D | -36.2% | -8.0% | -28.1% | -28.1% |
| 3M | -30.1% | -8.9% | -21.2% | -20.7% |
| 6M | -56.1% | -5.0% | -51.1% | -52.1% |
| YTD | -38.9% | +11.9% | -50.8% | -41.4% |
| 1Y | -55.0% | +16.6% | -71.7% | -57.9% |
| All | -40.1% | +27.6% | -67.7% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling