-43.1%
GLXY vs PL
+193.0%
-236.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -10.1% | +3.0% | -4.5% |
| 7D | -28.4% | -20.5% | -7.9% | -23.7% |
| 30D | -41.4% | -38.8% | -2.6% | -33.5% |
| 3M | -31.9% | -49.1% | +17.2% | -19.8% |
| 6M | -57.2% | -69.4% | +12.2% | -44.6% |
| YTD | -41.9% | -42.3% | +0.4% | -33.7% |
| 1Y | -58.7% | -14.2% | -44.5% | -55.2% |
| All | -43.1% | +193.0% | -236.1% | -36.4% |
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