-38.1%
GLXY vs COMP
+64.6%
-102.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.4% | +4.7% | -1.1% |
| 7D | -16.2% | +7.2% | -23.4% | -17.6% |
| 30D | -30.6% | +6.4% | -37.0% | -31.9% |
| 3M | -27.7% | -19.4% | -8.3% | -24.7% |
| 6M | -53.3% | +14.6% | -67.9% | -56.6% |
| YTD | -36.9% | -5.5% | -31.4% | -38.2% |
| 1Y | -55.6% | +13.7% | -69.3% | -57.6% |
| All | -38.1% | +64.6% | -102.7% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling