-15.5%
GLXY vs SPYG
+17.9%
-33.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -1.2% |
| 7D | -7.3% | -0.9% | -6.4% | -4.9% |
| 30D | +15.7% | -1.5% | +17.3% | +21.4% |
| 3M | -26.7% | +3.7% | -30.4% | -33.1% |
| 6M | +13.7% | +16.4% | -2.7% | -23.0% |
| YTD | +9.1% | +13.3% | -4.2% | -17.5% |
| 1Y | -15.5% | +17.9% | -33.3% | -38.4% |
| All | -15.5% | +17.9% | -33.4% | -38.4% |
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