-40.1%
GLXY vs URA
+20.8%
-60.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +1.3% |
| 7D | -14.6% | -4.1% | -10.5% | -11.0% |
| 30D | -36.2% | -19.0% | -17.2% | -22.1% |
| 3M | -30.1% | -25.1% | -5.0% | -8.8% |
| 6M | -56.1% | -44.5% | -11.6% | -28.4% |
| YTD | -38.9% | -24.3% | -14.6% | -20.1% |
| 1Y | -55.0% | -28.1% | -26.9% | -38.8% |
| All | -40.1% | +20.8% | -60.9% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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