-55.6%
GLXY vs MTB
+22.1%
-77.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | -16.2% | -0.7% | -15.5% | -15.9% |
| 30D | -30.6% | +1.4% | -32.0% | -31.2% |
| 3M | -27.7% | -11.6% | -16.1% | -23.6% |
| 6M | -53.3% | +5.4% | -58.7% | -57.6% |
| YTD | -36.9% | +11.7% | -48.6% | -49.4% |
| 1Y | -55.6% | +20.5% | -76.2% | -68.0% |
| All | -55.6% | +22.1% | -77.7% | -68.0% |
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