-55.2%
GLXY vs AMRZ
-11.5%
-43.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.2% | -22.2% | -18.0% |
| 7D | -26.8% | +10.3% | -37.1% | -29.2% |
| 30D | -38.3% | +18.7% | -57.0% | -41.9% |
| 3M | -36.9% | -14.6% | -22.3% | -33.5% |
| 6M | -52.1% | -12.9% | -39.2% | -50.6% |
| YTD | -37.5% | -17.4% | -20.2% | -33.0% |
| 1Y | -55.2% | -12.3% | -42.9% | -53.6% |
| All | -55.2% | -11.5% | -43.7% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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