+15.5%
GLXY vs STZ
-32.6%
+48.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +13.4% | -1.9% | +15.4% | +13.7% |
| 30D | +38.1% | -1.9% | +40.0% | +38.3% |
| 3M | -7.3% | -6.2% | -1.1% | -6.6% |
| 6M | +8.2% | -14.0% | +22.2% | +11.4% |
| YTD | +17.8% | -5.1% | +22.9% | +10.3% |
| 1Y | +14.9% | -9.6% | +24.5% | +11.0% |
| All | +15.5% | -32.6% | +48.1% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling