+7.0%
GLXY vs NTRS
+82.2%
-75.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | +0.1% | +0.1% |
| 7D | -7.3% | +1.4% | -8.7% | -8.6% |
| 30D | +15.7% | -0.7% | +16.4% | +16.1% |
| 3M | -26.7% | +11.3% | -38.0% | -34.0% |
| 6M | +13.7% | +35.5% | -21.8% | -18.2% |
| YTD | +9.1% | +40.6% | -31.5% | -22.8% |
| 1Y | -15.5% | +49.2% | -64.7% | -43.0% |
| All | +7.0% | +82.2% | -75.2% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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