-23.6%
GLXY vs AMRZ
-17.1%
-6.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.4% |
| 7D | -16.2% | +0.2% | -16.4% | -16.3% |
| 30D | -30.6% | +16.2% | -46.8% | -34.4% |
| 3M | -27.7% | -8.9% | -18.8% | -26.0% |
| 6M | -53.3% | -20.1% | -33.2% | -50.5% |
| YTD | -36.9% | -21.3% | -15.6% | -31.8% |
| 1Y | -55.6% | -12.6% | -43.0% | -53.4% |
| All | -23.6% | -17.1% | -6.5% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling