-36.9%
GLXY vs MTB
+23.8%
-60.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.6% | -5.9% | -5.5% |
| 7D | +5.3% | +1.5% | +3.7% | +4.7% |
| 30D | -19.8% | +2.3% | -22.1% | -20.7% |
| 3M | -31.4% | -12.1% | -19.2% | -27.6% |
| 6M | -53.3% | +9.8% | -63.1% | -57.4% |
| YTD | -35.7% | +12.0% | -47.7% | -42.0% |
| 1Y | -47.2% | +22.0% | -69.2% | -54.0% |
| All | -36.9% | +23.8% | -60.7% | -47.3% |
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