-38.1%
GLXY vs REPL
+222.9%
-261.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.6% | -7.3% | -2.8% |
| 7D | -16.2% | +12.7% | -28.9% | -16.3% |
| 30D | -30.6% | +73.5% | -104.1% | -31.2% |
| 3M | -27.7% | +70.3% | -98.0% | -28.4% |
| 6M | -53.3% | +472.0% | -525.3% | -54.2% |
| YTD | -36.9% | +139.5% | -176.4% | -38.3% |
| 1Y | -55.6% | +167.3% | -222.9% | -56.7% |
| All | -38.1% | +222.9% | -261.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling