+10.3%
GLXY vs SPYG
+35.3%
-25.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.4% | -6.7% | -6.0% |
| 7D | +4.5% | +0.3% | +4.2% | +3.9% |
| 30D | +28.8% | -1.7% | +30.5% | +35.6% |
| 3M | -23.0% | +3.6% | -26.7% | -29.2% |
| 6M | +17.0% | +16.6% | +0.4% | -20.7% |
| YTD | +12.5% | +13.4% | -0.9% | -14.8% |
| 1Y | -5.4% | +19.6% | -25.0% | -35.3% |
| All | +10.3% | +35.3% | -25.0% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling