-38.1%
GLXY vs MKC
-34.4%
-3.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.3% | -4.0% |
| 7D | -16.2% | -2.4% | -13.7% | -16.7% |
| 30D | -30.6% | +5.4% | -36.0% | -28.6% |
| 3M | -27.7% | -11.1% | -16.6% | -29.3% |
| 6M | -53.3% | -1.4% | -51.9% | -53.4% |
| YTD | -36.9% | -29.4% | -7.5% | -41.5% |
| 1Y | -55.6% | -24.7% | -30.9% | -58.5% |
| All | -38.1% | -34.4% | -3.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling