+10.3%
GLXY vs NTRS
+77.8%
-67.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -6.9% | -6.9% |
| 7D | +4.5% | +0.9% | +3.7% | +3.8% |
| 30D | +28.8% | -1.2% | +30.1% | +30.0% |
| 3M | -23.0% | +8.8% | -31.8% | -29.0% |
| 6M | +17.0% | +34.7% | -17.7% | -15.7% |
| YTD | +12.5% | +37.2% | -24.8% | -18.6% |
| 1Y | -5.4% | +46.3% | -51.7% | -34.9% |
| All | +10.3% | +77.8% | -67.5% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling