-21.4%
GLXY vs AMRZ
-15.6%
-5.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +4.0% | +5.7% |
| 7D | -0.5% | -1.1% | +0.6% | -0.5% |
| 30D | -28.6% | +18.3% | -46.9% | -32.8% |
| 3M | -28.1% | -8.0% | -20.1% | -26.4% |
| 6M | -52.0% | -18.7% | -33.3% | -49.3% |
| YTD | -35.1% | -19.8% | -15.3% | -30.1% |
| 1Y | -54.0% | -12.3% | -41.7% | -51.8% |
| All | -21.4% | -15.6% | -5.9% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling