+18.6%
GLXY vs IT
-61.3%
+80.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.4% | +10.2% | +3.5% |
| 7D | +15.5% | -9.1% | +24.6% | +16.5% |
| 30D | +34.1% | -7.0% | +41.1% | +34.8% |
| 3M | -11.3% | +7.6% | -19.0% | -12.2% |
| 6M | +31.6% | +2.1% | +29.5% | +32.0% |
| YTD | +21.0% | -31.6% | +52.6% | +37.6% |
| 1Y | +11.7% | -29.9% | +41.6% | +25.7% |
| All | +18.6% | -61.3% | +80.0% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling