-55.2%
GLXY vs MTB
+27.0%
-82.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.2% | -18.2% | -17.5% |
| 7D | -26.8% | +2.0% | -28.8% | -27.6% |
| 30D | -38.3% | +2.9% | -41.2% | -39.3% |
| 3M | -36.9% | -10.7% | -26.2% | -33.4% |
| 6M | -52.1% | +6.3% | -58.5% | -56.4% |
| YTD | -37.5% | +13.8% | -51.3% | -50.5% |
| 1Y | -55.2% | +27.7% | -82.9% | -69.6% |
| All | -55.2% | +27.0% | -82.1% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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