-55.2%
GLXY vs Q
+19.7%
-74.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.1% | -16.9% | -16.9% |
| 7D | -26.8% | -3.3% | -23.6% | -24.2% |
| 30D | -38.3% | -9.7% | -28.6% | -32.0% |
| 3M | -36.9% | -16.1% | -20.8% | -26.2% |
| 6M | -52.1% | -15.7% | -36.4% | -46.0% |
| YTD | -37.5% | +45.7% | -83.3% | -58.0% |
| 1Y | -55.2% | +18.0% | -73.2% | -64.5% |
| All | -55.2% | +19.7% | -74.9% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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