+10.3%
GLXY vs BG
+60.9%
-50.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.3% | -6.7% | -7.0% |
| 7D | +4.5% | +0.5% | +4.0% | +4.4% |
| 30D | +28.8% | +10.3% | +18.5% | +26.3% |
| 3M | -23.0% | -1.9% | -21.1% | -22.7% |
| 6M | +17.0% | +5.2% | +11.8% | +15.0% |
| YTD | +12.5% | +41.2% | -28.7% | +3.6% |
| 1Y | -5.4% | +50.5% | -55.9% | -14.8% |
| All | +10.3% | +60.9% | -50.6% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling