-66.3%
GLXY vs Q
+66.4%
-132.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.3% | -1.1% | -0.2% |
| 7D | -14.6% | +0.3% | -14.9% | -14.5% |
| 30D | -36.2% | -9.8% | -26.4% | -29.6% |
| 3M | -30.1% | -12.2% | -17.9% | -21.6% |
| 6M | -56.1% | -21.6% | -34.5% | -47.6% |
| YTD | -38.9% | +43.6% | -82.5% | -57.0% |
| 1Y | -55.0% | +25.7% | -80.7% | -67.6% |
| All | -66.3% | +66.4% | -132.7% | -75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling