-55.0%
GLXY vs AS
+0.9%
-55.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.8% | +5.0% |
| 7D | -14.6% | +6.9% | -21.6% | -18.3% |
| 30D | -36.2% | +16.0% | -52.2% | -42.1% |
| 3M | -30.1% | -12.8% | -17.2% | -24.8% |
| 6M | -56.1% | -15.4% | -40.7% | -52.2% |
| YTD | -38.9% | -15.7% | -23.2% | -34.2% |
| 1Y | -55.0% | +6.1% | -61.1% | -60.0% |
| All | -55.0% | +0.9% | -55.9% | -60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling