-40.1%
GLXY vs PR
+69.5%
-109.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.9% | +3.3% | +5.1% |
| 7D | -14.6% | -16.4% | +1.8% | -14.4% |
| 30D | -36.2% | -1.9% | -34.3% | -35.8% |
| 3M | -30.1% | +8.0% | -38.0% | -29.9% |
| 6M | -56.1% | +4.1% | -60.2% | -55.8% |
| YTD | -38.9% | +58.7% | -97.6% | -40.0% |
| 1Y | -55.0% | +75.8% | -130.9% | -55.6% |
| All | -40.1% | +69.5% | -109.5% | -42.8% |
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