+10.3%
GLXY vs MKC
-28.4%
+38.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -7.3% |
| 7D | +4.5% | -4.3% | +8.8% | +3.1% |
| 30D | +28.8% | -3.1% | +31.9% | +27.6% |
| 3M | -23.0% | +6.8% | -29.9% | -22.2% |
| 6M | +17.0% | -18.3% | +35.3% | +10.4% |
| YTD | +12.5% | -23.1% | +35.5% | +5.5% |
| 1Y | -5.4% | -23.7% | +18.3% | -10.2% |
| All | +10.3% | -28.4% | +38.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling