-47.2%
GLXY vs MKC
-25.8%
-21.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -4.5% |
| 7D | +5.3% | -3.0% | +8.2% | +3.2% |
| 30D | -19.8% | +4.8% | -24.6% | -17.1% |
| 3M | -31.4% | -12.8% | -18.5% | -33.6% |
| 6M | -53.3% | +5.0% | -58.3% | -53.0% |
| YTD | -35.7% | -29.1% | -6.6% | -44.2% |
| 1Y | -47.2% | -26.4% | -20.8% | -52.3% |
| All | -47.2% | -25.8% | -21.4% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling