-44.3%
GLXY vs SPYG
+9.4%
-53.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.7% | -4.2% |
| 7D | +16.9% | +4.2% | +12.7% | +4.7% |
| 30D | -23.0% | -7.4% | -15.6% | -1.7% |
| 3M | -28.0% | -5.3% | -22.7% | -13.2% |
| 6M | -51.6% | -1.2% | -50.4% | -47.3% |
| YTD | -32.1% | +9.0% | -41.1% | -40.7% |
| All | -44.3% | +9.4% | -53.7% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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