-55.2%
GLXY vs MKTX
+5.4%
-60.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | 0.0% | -17.0% | -17.0% |
| 7D | -26.8% | +0.5% | -27.3% | -26.9% |
| 30D | -38.3% | +1.0% | -39.3% | -38.5% |
| 3M | -36.9% | +2.5% | -39.4% | -37.4% |
| 6M | -52.1% | +8.0% | -60.1% | -56.0% |
| YTD | -37.5% | -7.3% | -30.2% | -43.5% |
| 1Y | -55.2% | +4.7% | -59.8% | -62.1% |
| All | -55.2% | +5.4% | -60.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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