-38.1%
GLXY vs IT
-57.7%
+19.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | -16.2% | -7.5% | -8.7% | -16.2% |
| 30D | -30.6% | -1.2% | -29.4% | -31.7% |
| 3M | -27.7% | -2.2% | -25.5% | -29.0% |
| 6M | -53.3% | +19.1% | -72.4% | -55.3% |
| YTD | -36.9% | -25.1% | -11.8% | -30.1% |
| 1Y | -55.6% | -17.4% | -38.2% | -52.7% |
| All | -38.1% | -57.7% | +19.5% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling