-36.4%
GLXY vs PR
+67.7%
-104.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.3% |
| 7D | -0.5% | -12.4% | +11.8% | -0.2% |
| 30D | -28.6% | -6.6% | -22.1% | -28.1% |
| 3M | -28.1% | +7.5% | -35.6% | -27.8% |
| 6M | -52.0% | +10.8% | -62.8% | -51.7% |
| YTD | -35.1% | +57.0% | -92.1% | -36.2% |
| 1Y | -54.0% | +67.9% | -122.0% | -54.6% |
| All | -36.4% | +67.7% | -104.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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