+68.7%
GM vs GLXY
+7.0%
+61.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.0% | +4.7% | -1.8% |
| 7D | -1.1% | +4.5% | -5.6% | -1.5% |
| 30D | -4.6% | +28.8% | -33.4% | -6.8% |
| 3M | +0.2% | -23.0% | +23.2% | +2.1% |
| 6M | +12.6% | +17.0% | -4.4% | +10.0% |
| YTD | +3.7% | +12.5% | -8.8% | +1.1% |
| 1Y | +45.6% | -5.4% | +51.0% | +44.2% |
| All | +68.7% | +7.0% | +61.7% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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