-55.2%
GLXY vs NWSA
+18.2%
-73.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.7% | -20.7% | -15.6% |
| 7D | -26.8% | +4.3% | -31.1% | -25.4% |
| 30D | -38.3% | +5.6% | -43.9% | -37.1% |
| 3M | -36.9% | +7.3% | -44.2% | -35.3% |
| 6M | -52.1% | +18.8% | -71.0% | -51.6% |
| YTD | -37.5% | +17.9% | -55.4% | -32.9% |
| 1Y | -55.2% | +19.3% | -74.5% | -52.3% |
| All | -55.2% | +18.2% | -73.4% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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