+7.0%
GLXY vs PPG
-3.5%
+10.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -7.3% | -6.2% | -1.1% | -4.4% |
| 30D | +15.7% | -7.9% | +23.7% | +20.3% |
| 3M | -26.7% | -10.2% | -16.4% | -23.2% |
| 6M | +13.7% | +2.7% | +11.0% | +11.4% |
| YTD | +9.1% | +4.9% | +4.2% | +3.2% |
| 1Y | -15.5% | -3.2% | -12.3% | -16.5% |
| All | +7.0% | -3.5% | +10.5% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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