+7.0%
GLXY vs NYT
+21.7%
-14.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.7% | +1.2% |
| 7D | -7.3% | -0.6% | -6.7% | -7.4% |
| 30D | +15.7% | +4.6% | +11.2% | +16.4% |
| 3M | -26.7% | -9.6% | -17.1% | -27.0% |
| 6M | +13.7% | -14.0% | +27.7% | +12.2% |
| YTD | +9.1% | -2.8% | +12.0% | +11.4% |
| 1Y | -15.5% | +15.6% | -31.1% | -8.4% |
| All | +7.0% | +21.7% | -14.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 3y: compounded portfolio wealth divided by compounded NYT 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…
3y analysis · Full analysis span regression · 6 months rolling