-40.1%
GLXY vs IT
-57.4%
+17.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.0% | +9.3% | +5.2% |
| 7D | -14.6% | -16.9% | +2.3% | -14.8% |
| 30D | -36.2% | +2.3% | -38.5% | -37.4% |
| 3M | -30.1% | +2.9% | -32.9% | -31.6% |
| 6M | -56.1% | +25.9% | -82.0% | -58.9% |
| YTD | -38.9% | -24.6% | -14.3% | -32.4% |
| 1Y | -55.0% | -16.0% | -39.0% | -52.3% |
| All | -40.1% | -57.4% | +17.3% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling