-36.4%
GLXY vs PL
+270.4%
-306.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +14.5% | -8.3% | +2.4% |
| 7D | -0.5% | +10.9% | -11.4% | -3.0% |
| 30D | -28.6% | -16.4% | -12.3% | -25.3% |
| 3M | -28.1% | -39.9% | +11.9% | -19.2% |
| 6M | -52.0% | -63.2% | +11.2% | -41.1% |
| YTD | -35.1% | -27.1% | -8.0% | -30.4% |
| 1Y | -54.0% | +12.2% | -66.2% | -53.2% |
| All | -36.4% | +270.4% | -306.7% | -33.2% |
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