+15.5%
GLXY vs Z
-49.7%
+65.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.1% |
| 7D | +13.4% | -3.0% | +16.4% | +14.7% |
| 30D | +38.1% | -4.2% | +42.3% | +39.3% |
| 3M | -7.3% | -3.7% | -3.6% | -6.8% |
| 6M | +8.2% | -24.5% | +32.7% | +23.5% |
| YTD | +17.8% | -49.3% | +67.1% | +67.6% |
| 1Y | +14.9% | -58.7% | +73.6% | +79.7% |
| All | +15.5% | -49.7% | +65.2% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling