-15.5%
GLXY vs MKC
-23.2%
+7.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.3% |
| 7D | -7.3% | -1.5% | -5.9% | -7.9% |
| 30D | +15.7% | -3.1% | +18.9% | +14.3% |
| 3M | -26.7% | +5.2% | -31.9% | -25.5% |
| 6M | +13.7% | -12.8% | +26.5% | +6.4% |
| YTD | +9.1% | -23.3% | +32.4% | -4.3% |
| 1Y | -15.5% | -24.1% | +8.6% | -22.8% |
| All | -15.5% | -23.2% | +7.7% | -22.8% |
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