-40.1%
GLXY vs PL
+223.5%
-263.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.4% | -5.1% | +2.5% |
| 7D | -14.6% | -6.8% | -7.8% | -12.7% |
| 30D | -36.2% | -29.3% | -6.9% | -30.2% |
| 3M | -30.1% | -44.8% | +14.7% | -19.5% |
| 6M | -56.1% | -68.4% | +12.3% | -44.0% |
| YTD | -38.9% | -36.4% | -2.5% | -32.0% |
| 1Y | -55.0% | +0.7% | -55.8% | -52.7% |
| All | -40.1% | +223.5% | -263.5% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling