-55.0%
GLXY vs PR
+80.1%
-135.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.0% |
| 7D | -14.6% | -16.4% | +1.8% | -13.9% |
| 30D | -36.2% | -1.9% | -34.3% | -35.5% |
| 3M | -30.1% | +8.0% | -38.0% | -30.0% |
| 6M | -56.1% | +4.1% | -60.2% | -55.7% |
| YTD | -38.9% | +58.7% | -97.6% | -46.2% |
| 1Y | -55.0% | +75.8% | -130.9% | -64.4% |
| All | -55.0% | +80.1% | -135.1% | -64.4% |
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