+10.3%
GLXY vs MDY
+23.2%
-12.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.1% | -6.0% | -4.3% |
| 7D | +4.5% | -0.8% | +5.3% | +6.9% |
| 30D | +28.8% | -3.9% | +32.7% | +43.2% |
| 3M | -23.0% | 0.0% | -23.0% | -21.6% |
| 6M | +17.0% | +8.5% | +8.5% | -1.1% |
| YTD | +12.5% | +13.2% | -0.7% | -10.7% |
| 1Y | -5.4% | +15.0% | -20.4% | -25.3% |
| All | +10.3% | +23.2% | -12.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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