-38.1%
GLXY vs M
+121.3%
-159.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.9% |
| 7D | -16.2% | +5.0% | -21.2% | -17.6% |
| 30D | -30.6% | +10.6% | -41.2% | -33.1% |
| 3M | -27.7% | +1.6% | -29.3% | -28.6% |
| 6M | -53.3% | +30.8% | -84.2% | -57.4% |
| YTD | -36.9% | +16.9% | -53.8% | -41.2% |
| 1Y | -55.6% | +26.3% | -81.9% | -59.5% |
| All | -38.1% | +121.3% | -159.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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