-43.1%
GLXY vs PR
+66.3%
-109.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.9% | -2.2% | -6.8% |
| 7D | -28.4% | -16.5% | -11.9% | -28.1% |
| 30D | -41.4% | -4.5% | -36.9% | -41.0% |
| 3M | -31.9% | +8.5% | -40.5% | -31.7% |
| 6M | -57.2% | -3.3% | -53.9% | -56.9% |
| YTD | -41.9% | +55.7% | -97.7% | -42.9% |
| 1Y | -58.7% | +82.0% | -140.8% | -59.1% |
| All | -43.1% | +66.3% | -109.3% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling