-36.9%
GLXY vs Z
-56.7%
+19.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.7% | -6.0% |
| 7D | +5.3% | +0.8% | +4.4% | +5.1% |
| 30D | -19.8% | +5.2% | -25.0% | -22.9% |
| 3M | -31.4% | -17.0% | -14.3% | -28.6% |
| 6M | -53.3% | -22.7% | -30.7% | -49.8% |
| YTD | -35.7% | -56.3% | +20.6% | -5.7% |
| 1Y | -47.2% | -57.7% | +10.4% | -20.2% |
| All | -36.9% | -56.7% | +19.8% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling