-7.5%
GLXY vs BG
+52.8%
-60.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.1% |
| 7D | -8.9% | +3.7% | -12.7% | -9.2% |
| 30D | +19.9% | +12.3% | +7.5% | +18.5% |
| 3M | -20.0% | -2.2% | -17.8% | -19.8% |
| 6M | +10.5% | +5.3% | +5.2% | +9.5% |
| YTD | +7.9% | +42.4% | -34.5% | +6.0% |
| 1Y | -7.5% | +55.2% | -62.7% | -8.2% |
| All | -7.5% | +52.8% | -60.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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