+15.5%
GLXY vs PR
+80.8%
-65.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +13.4% | +2.9% | +10.5% | +13.2% |
| 30D | +38.1% | +18.0% | +20.1% | +37.5% |
| 3M | -7.3% | +16.9% | -24.2% | -7.3% |
| 6M | +8.2% | +28.2% | -20.0% | +6.9% |
| YTD | +17.8% | +69.3% | -51.6% | +14.9% |
| 1Y | +14.9% | +69.5% | -54.6% | +11.3% |
| All | +15.5% | +80.8% | -65.3% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling