-48.0%
GLXY vs PR
+73.4%
-121.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.8% | +10.4% | +12.8% |
| 7D | +14.3% | -0.5% | +14.8% | +14.3% |
| 30D | -19.6% | -4.6% | -15.0% | -19.0% |
| 3M | -20.7% | +4.7% | -25.4% | -20.6% |
| 6M | -49.6% | +12.4% | -62.0% | -49.5% |
| YTD | -28.6% | +62.9% | -91.4% | -37.1% |
| 1Y | -48.0% | +70.6% | -118.6% | -55.3% |
| All | -48.0% | +73.4% | -121.4% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling