-5.4%
GLXY vs MTB
+22.9%
-28.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.2% | -6.8% | -6.9% |
| 7D | +4.5% | +1.1% | +3.5% | +4.1% |
| 30D | +28.8% | -4.6% | +33.5% | +31.3% |
| 3M | -23.0% | +6.3% | -29.3% | -27.3% |
| 6M | +17.0% | +15.6% | +1.4% | +3.4% |
| YTD | +12.5% | +20.6% | -8.1% | -4.7% |
| 1Y | -5.4% | +22.5% | -27.9% | -29.3% |
| All | -5.4% | +22.9% | -28.3% | -29.3% |
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 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