-55.2%
GLXY vs COMP
+23.8%
-79.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +7.7% | -24.7% | -18.6% |
| 7D | -26.8% | +9.5% | -36.3% | -28.6% |
| 30D | -38.3% | +8.1% | -46.4% | -39.8% |
| 3M | -36.9% | -16.3% | -20.6% | -34.9% |
| 6M | -52.1% | +42.2% | -94.3% | -59.8% |
| YTD | -37.5% | -5.0% | -32.5% | -37.8% |
| 1Y | -55.2% | +20.1% | -75.3% | -56.3% |
| All | -55.2% | +23.8% | -79.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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