-55.0%
GLXY vs S
+31.6%
-86.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.6% | +3.6% | +4.7% |
| 7D | -14.6% | -13.4% | -1.2% | -10.7% |
| 30D | -36.2% | -14.0% | -22.2% | -33.2% |
| 3M | -30.1% | +4.9% | -35.0% | -31.1% |
| 6M | -56.1% | +42.0% | -98.1% | -62.6% |
| YTD | -38.9% | +45.1% | -84.0% | -48.8% |
| 1Y | -55.0% | +33.1% | -88.1% | -59.9% |
| All | -55.0% | +31.6% | -86.7% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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