+5.8%
GLXY vs MKTX
-22.1%
+27.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -8.9% | -0.2% | -8.8% | -8.9% |
| 30D | +19.9% | +0.8% | +19.0% | +19.6% |
| 3M | -20.0% | +41.1% | -61.1% | -25.2% |
| 6M | +10.5% | -9.5% | +20.1% | +5.0% |
| YTD | +7.9% | -8.7% | +16.6% | +0.2% |
| 1Y | -7.5% | -10.0% | +2.5% | -14.6% |
| All | +5.8% | -22.1% | +27.9% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling