-54.4%
GLXY vs ES
-0.3%
-54.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.0% |
| 7D | -0.5% | -0.1% | -0.5% | -0.3% |
| 30D | -28.6% | +5.7% | -34.3% | -27.5% |
| 3M | -28.1% | -2.8% | -25.3% | -27.6% |
| 6M | -52.0% | +7.0% | -59.0% | -52.6% |
| YTD | -35.1% | +6.8% | -41.9% | -36.0% |
| All | -54.4% | -0.3% | -54.1% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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