-55.2%
GLXY vs QSR
+23.8%
-79.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.5% | -22.5% | -13.6% |
| 7D | -26.8% | +5.2% | -32.0% | -23.8% |
| 30D | -38.3% | +12.2% | -50.5% | -33.9% |
| 3M | -36.9% | +7.0% | -43.9% | -32.9% |
| 6M | -52.1% | -0.3% | -51.8% | -50.0% |
| YTD | -37.5% | +18.0% | -55.5% | -25.3% |
| 1Y | -55.2% | +22.6% | -77.8% | -47.6% |
| All | -55.2% | +23.8% | -79.0% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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