-43.1%
GLXY vs STLD
+68.9%
-111.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.6% | +0.5% | -4.1% |
| 7D | -28.4% | -12.5% | -15.9% | -24.5% |
| 30D | -41.4% | -6.8% | -34.6% | -39.5% |
| 3M | -31.9% | -16.4% | -15.5% | -27.1% |
| 6M | -57.2% | -6.1% | -51.1% | -57.0% |
| YTD | -41.9% | +32.0% | -73.9% | -51.1% |
| 1Y | -58.7% | +45.5% | -104.2% | -66.7% |
| All | -43.1% | +68.9% | -111.9% | -55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling