-36.4%
GLXY vs APD
+17.2%
-53.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.0% | +4.2% | +6.5% |
| 7D | -0.5% | -1.6% | +1.0% | -0.7% |
| 30D | -28.6% | +10.6% | -39.2% | -27.9% |
| 3M | -28.1% | +2.5% | -30.6% | -27.8% |
| 6M | -52.0% | +6.0% | -58.0% | -51.6% |
| YTD | -35.1% | +28.4% | -63.5% | -36.4% |
| 1Y | -54.0% | +22.2% | -76.2% | -54.1% |
| All | -36.4% | +17.2% | -53.6% | -30.1% |
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