+18.6%
GLXY vs PPG
+0.4%
+18.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.9% |
| 7D | +15.5% | 0.0% | +15.4% | +15.3% |
| 30D | +34.1% | -7.8% | +41.9% | +39.2% |
| 3M | -11.3% | -2.2% | -9.1% | -10.9% |
| 6M | +31.6% | +4.1% | +27.5% | +27.4% |
| YTD | +21.0% | +9.1% | +11.9% | +12.1% |
| 1Y | +11.7% | +1.0% | +10.7% | +7.7% |
| All | +18.6% | +0.4% | +18.3% | +17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling