-38.1%
GLXY vs Z
-57.9%
+19.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.8% | -1.6% |
| 7D | -16.2% | -6.5% | -9.7% | -15.3% |
| 30D | -30.6% | -0.1% | -30.5% | -32.4% |
| 3M | -27.7% | -14.1% | -13.6% | -26.4% |
| 6M | -53.3% | -30.1% | -23.3% | -47.5% |
| YTD | -36.9% | -57.5% | +20.6% | -7.0% |
| 1Y | -55.6% | -60.3% | +4.7% | -31.3% |
| All | -38.1% | -57.9% | +19.8% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling