-36.9%
GLXY vs NTR
+28.0%
-65.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | +5.3% | -0.3% | +5.6% | +5.2% |
| 30D | -19.8% | +2.0% | -21.8% | -19.5% |
| 3M | -31.4% | +6.4% | -37.8% | -31.2% |
| 6M | -53.3% | +1.6% | -54.9% | -53.1% |
| YTD | -35.7% | +18.2% | -53.9% | -37.9% |
| 1Y | -47.2% | +23.9% | -71.2% | -48.9% |
| All | -36.9% | +28.0% | -65.0% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 5y: compounded portfolio wealth divided by compounded NTR 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…
5y analysis · Full analysis span regression · 6 months rolling