-30.0%
GLXY vs MTB
+23.3%
-53.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.2% | +13.4% | +13.3% |
| 7D | +14.3% | -2.0% | +16.3% | +15.3% |
| 30D | -19.6% | +0.1% | -19.8% | -19.8% |
| 3M | -20.7% | -12.1% | -8.6% | -16.4% |
| 6M | -49.6% | +7.3% | -56.9% | -53.3% |
| YTD | -28.6% | +11.5% | -40.1% | -35.4% |
| 1Y | -48.0% | +21.3% | -69.3% | -54.6% |
| All | -30.0% | +23.3% | -53.2% | -41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling