-40.1%
GLXY vs STZ
-24.8%
-15.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +4.9% |
| 7D | -14.6% | +4.9% | -19.5% | -13.7% |
| 30D | -36.2% | +20.9% | -57.0% | -35.6% |
| 3M | -30.1% | +8.0% | -38.1% | -28.7% |
| 6M | -56.1% | -5.3% | -50.8% | -53.8% |
| YTD | -38.9% | +5.9% | -44.8% | -41.8% |
| 1Y | -55.0% | +14.2% | -69.2% | -59.1% |
| All | -40.1% | -24.8% | -15.3% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling