-40.1%
GLXY vs EAT
+38.3%
-78.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.9% |
| 7D | -14.6% | -2.6% | -12.0% | -14.4% |
| 30D | -36.2% | +11.5% | -47.6% | -38.0% |
| 3M | -30.1% | -9.1% | -21.0% | -29.3% |
| 6M | -56.1% | +40.4% | -96.5% | -61.1% |
| YTD | -38.9% | +43.9% | -82.8% | -46.0% |
| 1Y | -55.0% | +101.9% | -157.0% | -63.3% |
| All | -40.1% | +38.3% | -78.4% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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