-49.6%
GLXY vs M
+28.8%
-78.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.9% | +14.1% | +13.3% |
| 7D | +14.3% | -3.3% | +17.6% | +14.7% |
| 30D | -19.6% | +8.1% | -27.7% | -21.7% |
| 3M | -20.7% | +2.2% | -22.9% | -21.4% |
| 6M | -49.6% | +35.1% | -84.7% | -56.0% |
| All | -49.6% | +28.8% | -78.4% | -56.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling