+18.6%
GLXY vs AME
+32.5%
-13.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +15.5% | +2.8% | +12.7% | +12.6% |
| 30D | +34.1% | -6.3% | +40.4% | +42.3% |
| 3M | -11.3% | +5.4% | -16.7% | -15.4% |
| 6M | +31.6% | +7.4% | +24.2% | +23.6% |
| YTD | +21.0% | +16.2% | +4.8% | +7.5% |
| 1Y | +11.7% | +26.8% | -15.1% | -4.4% |
| All | +18.6% | +32.5% | -13.9% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling