-36.9%
GLXY vs M
+117.9%
-154.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.7% |
| 7D | +5.3% | +7.0% | -1.7% | +3.4% |
| 30D | -19.8% | +8.9% | -28.7% | -22.4% |
| 3M | -31.4% | +4.5% | -35.9% | -32.9% |
| 6M | -53.3% | +36.2% | -89.5% | -57.9% |
| YTD | -35.7% | +15.1% | -50.8% | -39.9% |
| 1Y | -47.2% | +27.4% | -74.7% | -52.0% |
| All | -36.9% | +117.9% | -154.8% | -48.3% |
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