+15.5%
GLXY vs GPC
+13.9%
+1.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.7% |
| 7D | +13.4% | +1.2% | +12.2% | +13.3% |
| 30D | +38.1% | +6.0% | +32.1% | +37.5% |
| 3M | -7.3% | +42.6% | -49.9% | -15.6% |
| 6M | +8.2% | +22.8% | -14.6% | +2.2% |
| YTD | +17.8% | +15.5% | +2.3% | +9.8% |
| 1Y | +14.9% | +2.0% | +12.9% | +14.3% |
| All | +15.5% | +13.9% | +1.6% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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