-38.1%
GLXY vs APD
+18.4%
-56.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.1% | -2.7% |
| 7D | -16.2% | -0.2% | -15.9% | -16.1% |
| 30D | -30.6% | +11.0% | -41.6% | -29.9% |
| 3M | -27.7% | +2.0% | -29.7% | -27.4% |
| 6M | -53.3% | +7.1% | -60.4% | -52.9% |
| YTD | -36.9% | +29.8% | -66.7% | -38.1% |
| 1Y | -55.6% | +24.0% | -79.7% | -55.8% |
| All | -38.1% | +18.4% | -56.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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