+36.2%
GLXY vs AMRZ
-19.2%
+55.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.7% | -6.2% |
| 7D | +4.5% | -4.7% | +9.2% | +6.2% |
| 30D | +28.8% | -11.3% | +40.1% | +33.8% |
| 3M | -23.0% | -22.1% | -1.0% | -16.9% |
| 6M | +17.0% | -29.6% | +46.6% | +30.8% |
| YTD | +12.5% | -23.3% | +35.8% | +23.3% |
| 1Y | -5.4% | -23.7% | +18.3% | +1.4% |
| All | +36.2% | -19.2% | +55.4% | +47.5% |
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