-55.2%
GLXY vs SPY
+14.6%
-69.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.7% | -18.6% | -23.5% |
| 7D | -26.8% | -0.7% | -26.1% | -25.0% |
| 30D | -38.3% | -1.0% | -37.3% | -34.9% |
| 3M | -36.9% | -0.3% | -36.6% | -34.8% |
| 6M | -52.1% | +7.3% | -59.4% | -62.5% |
| YTD | -37.5% | +13.3% | -50.8% | -57.5% |
| 1Y | -55.2% | +14.8% | -70.0% | -70.5% |
| All | -55.2% | +14.6% | -69.8% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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