-55.2%
GLXY vs STZ
+14.7%
-69.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.3% | -22.3% | -14.3% |
| 7D | -26.8% | +13.0% | -39.8% | -22.0% |
| 30D | -38.3% | +29.4% | -67.7% | -32.5% |
| 3M | -36.9% | +11.6% | -48.5% | -32.3% |
| 6M | -52.1% | -0.2% | -51.9% | -48.5% |
| YTD | -37.5% | +8.6% | -46.1% | -39.0% |
| 1Y | -55.2% | +15.9% | -71.1% | -50.7% |
| All | -55.2% | +14.7% | -69.9% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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