+18.6%
GLXY vs MKC
-27.8%
+46.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.1% | +2.6% |
| 7D | +15.5% | -4.3% | +19.8% | +13.9% |
| 30D | +34.1% | -2.0% | +36.1% | +33.3% |
| 3M | -11.3% | +10.0% | -21.3% | -10.0% |
| 6M | +31.6% | -18.5% | +50.1% | +24.1% |
| YTD | +21.0% | -22.4% | +43.4% | +13.8% |
| 1Y | +11.7% | -23.6% | +35.3% | +6.4% |
| All | +18.6% | -27.8% | +46.5% | +13.5% |
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