-30.0%
GLXY vs REPL
+202.1%
-232.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -6.4% | +19.6% | +13.3% |
| 7D | +14.3% | +5.3% | +9.0% | +14.2% |
| 30D | -19.6% | +66.6% | -86.3% | -20.3% |
| 3M | -20.7% | +59.6% | -80.2% | -21.4% |
| 6M | -49.6% | +482.4% | -531.9% | -50.6% |
| YTD | -28.6% | +124.1% | -152.7% | -30.1% |
| 1Y | -48.0% | +138.6% | -186.6% | -49.2% |
| All | -30.0% | +202.1% | -232.0% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling