+10.3%
GLXY vs EQX
+118.7%
-108.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.6% |
| 7D | +4.5% | +1.7% | +2.8% | +3.9% |
| 30D | +28.8% | +11.1% | +17.7% | +24.6% |
| 3M | -23.0% | +23.1% | -46.1% | -28.5% |
| 6M | +17.0% | -21.8% | +38.8% | +20.1% |
| YTD | +12.5% | -8.1% | +20.6% | +11.8% |
| 1Y | -5.4% | +29.7% | -35.1% | -7.7% |
| All | +10.3% | +118.7% | -108.4% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 all: compounded portfolio wealth divided by compounded EQX 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…
all analysis · Full analysis span regression · 6 months rolling