-47.2%
GLXY vs EME
+3.0%
-50.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.7% |
| 7D | +5.3% | +8.4% | -3.1% | -3.5% |
| 30D | -19.8% | -11.5% | -8.3% | -6.7% |
| 3M | -31.4% | -20.6% | -10.7% | -11.2% |
| 6M | -53.3% | -28.5% | -24.8% | -32.0% |
| YTD | -35.7% | +8.0% | -43.7% | -47.3% |
| 1Y | -47.2% | +6.8% | -54.0% | -55.6% |
| All | -47.2% | +3.0% | -50.2% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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