+15.5%
GLXY vs REPL
+108.6%
-93.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | +13.4% | -3.0% | +16.4% | +13.5% |
| 30D | +38.1% | +27.1% | +11.0% | +37.8% |
| 3M | -7.3% | +52.4% | -59.7% | -7.7% |
| 6M | +8.2% | +107.4% | -99.3% | +6.4% |
| YTD | +17.8% | +54.7% | -37.0% | +16.1% |
| 1Y | +14.9% | +158.9% | -143.9% | +11.5% |
| All | +15.5% | +108.6% | -93.1% | +2.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling