-48.0%
GLXY vs COMP
+16.3%
-64.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.7% | +10.5% | +12.5% |
| 7D | +14.3% | +2.2% | +12.1% | +13.7% |
| 30D | -19.6% | +16.3% | -36.0% | -23.0% |
| 3M | -20.7% | -19.1% | -1.5% | -16.8% |
| 6M | -49.6% | +17.1% | -66.7% | -54.2% |
| YTD | -28.6% | -2.9% | -25.6% | -29.5% |
| 1Y | -48.0% | +8.8% | -56.8% | -51.2% |
| All | -48.0% | +16.3% | -64.4% | -51.2% |
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