-43.1%
GLXY vs COMP
+51.9%
-95.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.2% | +1.1% | -5.4% |
| 7D | -28.4% | -1.8% | -26.6% | -28.4% |
| 30D | -41.4% | -0.8% | -40.6% | -41.7% |
| 3M | -31.9% | -28.1% | -3.8% | -27.3% |
| 6M | -57.2% | +27.0% | -84.2% | -62.0% |
| YTD | -41.9% | -12.8% | -29.2% | -42.2% |
| 1Y | -58.7% | +4.9% | -63.6% | -59.9% |
| All | -43.1% | +51.9% | -95.0% | -52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling