+15.5%
GLXY vs SPY
+32.1%
-16.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | +0.8% |
| 7D | +13.4% | +0.1% | +13.3% | +13.3% |
| 30D | +38.1% | +0.1% | +38.1% | +38.2% |
| 3M | -7.3% | +2.0% | -9.3% | -12.0% |
| 6M | +8.2% | +13.0% | -4.8% | -27.7% |
| YTD | +17.8% | +13.5% | +4.2% | -20.3% |
| 1Y | +14.9% | +20.0% | -5.0% | -31.4% |
| All | +15.5% | +32.1% | -16.6% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling