-48.0%
GLXY vs STZ
+15.1%
-63.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.0% | +14.1% | +12.7% |
| 7D | +14.3% | -0.9% | +15.3% | +13.7% |
| 30D | -19.6% | +14.9% | -34.6% | -14.2% |
| 3M | -20.7% | +8.4% | -29.1% | -15.4% |
| 6M | -49.6% | +2.8% | -52.4% | -46.1% |
| YTD | -28.6% | +7.5% | -36.1% | -31.1% |
| 1Y | -48.0% | +12.5% | -60.6% | -42.9% |
| All | -48.0% | +15.1% | -63.2% | -42.9% |
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