+11.7%
GLXY vs Z
-63.3%
+74.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.4% | +9.2% | +4.9% |
| 7D | +15.5% | -3.3% | +18.7% | +16.6% |
| 30D | +34.1% | -3.7% | +37.8% | +34.6% |
| 3M | -11.3% | -7.0% | -4.4% | -10.3% |
| 6M | +31.6% | -29.5% | +61.1% | +54.6% |
| YTD | +21.0% | -52.6% | +73.5% | +78.3% |
| 1Y | +11.7% | -64.0% | +75.7% | +81.8% |
| All | +11.7% | -63.3% | +74.9% | +81.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling