-36.9%
GLXY vs PL
+255.9%
-292.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.6% | -5.1% |
| 7D | +5.3% | +10.0% | -4.8% | +2.6% |
| 30D | -19.8% | -2.3% | -17.5% | -18.8% |
| 3M | -31.4% | -44.2% | +12.8% | -21.5% |
| 6M | -53.3% | -66.1% | +12.8% | -41.6% |
| YTD | -35.7% | -30.0% | -5.7% | -30.2% |
| 1Y | -47.2% | +21.0% | -68.2% | -46.4% |
| All | -36.9% | +255.9% | -292.9% | -33.1% |
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