+15.5%
GLXY vs AS
-4.3%
+19.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -2.1% |
| 7D | +13.4% | -4.9% | +18.3% | +15.7% |
| 30D | +38.1% | -19.6% | +57.7% | +50.8% |
| 3M | -7.3% | -14.4% | +7.1% | -2.5% |
| 6M | +8.2% | -20.1% | +28.3% | +17.0% |
| YTD | +17.8% | -20.9% | +38.7% | +28.0% |
| 1Y | +14.9% | -21.9% | +36.8% | +23.1% |
| All | +15.5% | -4.3% | +19.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling