-33.4%
GLXY vs AS
-2.2%
-31.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.1% | -3.9% |
| 7D | +16.9% | -3.6% | +20.6% | +18.5% |
| 30D | -23.0% | +3.4% | -26.4% | -24.7% |
| 3M | -28.0% | -8.6% | -19.4% | -26.2% |
| 6M | -51.6% | -10.0% | -41.6% | -50.6% |
| YTD | -32.1% | -19.2% | -12.9% | -27.5% |
| 1Y | -51.5% | -3.8% | -47.7% | -49.9% |
| All | -33.4% | -2.2% | -31.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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