-36.9%
GLXY vs MKC
-34.0%
-2.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.2% | -6.5% | -4.7% |
| 7D | +5.3% | -3.0% | +8.2% | +3.6% |
| 30D | -19.8% | +4.8% | -24.6% | -17.6% |
| 3M | -31.4% | -12.8% | -18.5% | -33.1% |
| 6M | -53.3% | +5.0% | -58.3% | -53.0% |
| YTD | -35.7% | -29.1% | -6.6% | -40.2% |
| 1Y | -47.2% | -26.4% | -20.8% | -50.6% |
| All | -36.9% | -34.0% | -2.9% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling