+15.5%
GLXY vs PL
+367.0%
-351.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.4% |
| 7D | +13.4% | -9.3% | +22.8% | +15.7% |
| 30D | +38.1% | -18.9% | +57.0% | +44.6% |
| 3M | -7.3% | -58.4% | +51.1% | +10.5% |
| 6M | +8.2% | -30.3% | +38.5% | +14.0% |
| YTD | +17.8% | -8.1% | +25.9% | +19.6% |
| 1Y | +14.9% | +180.5% | -165.6% | +8.6% |
| All | +15.5% | +367.0% | -351.5% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling