-55.2%
GLXY vs STLD
+59.7%
-114.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -3.0% | -13.9% | -15.9% |
| 7D | -26.8% | -3.9% | -22.9% | -25.7% |
| 30D | -38.3% | -0.4% | -37.9% | -38.0% |
| 3M | -36.9% | -9.2% | -27.7% | -34.4% |
| 6M | -52.1% | +5.0% | -57.1% | -54.7% |
| YTD | -37.5% | +42.8% | -80.3% | -53.8% |
| 1Y | -55.2% | +60.1% | -115.3% | -73.3% |
| All | -55.2% | +59.7% | -114.9% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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