-38.1%
GLXY vs PL
+267.8%
-305.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | -16.2% | +5.6% | -21.8% | -17.3% |
| 30D | -30.6% | -16.9% | -13.7% | -27.2% |
| 3M | -27.7% | -38.2% | +10.5% | -19.3% |
| 6M | -53.3% | -63.4% | +10.1% | -42.6% |
| YTD | -36.9% | -27.6% | -9.3% | -32.2% |
| 1Y | -55.6% | +6.6% | -62.2% | -54.6% |
| All | -38.1% | +267.8% | -305.9% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling