-38.1%
GLXY vs ES
+18.3%
-56.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.7% |
| 7D | -16.2% | +0.9% | -17.0% | -16.0% |
| 30D | -30.6% | +5.9% | -36.5% | -30.1% |
| 3M | -27.7% | -1.0% | -26.7% | -27.2% |
| 6M | -53.3% | +7.2% | -60.5% | -54.0% |
| YTD | -36.9% | +7.0% | -43.9% | -37.9% |
| 1Y | -55.6% | +0.5% | -56.1% | -56.4% |
| All | -38.1% | +18.3% | -56.4% | -36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling