+73.2%
GM vs GLXY
-38.8%
+112.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | 0.0% |
| 7D | -0.2% | +5.3% | -5.5% | -0.6% |
| 30D | +3.6% | -19.8% | +23.4% | +4.4% |
| 3M | -0.2% | -31.4% | +31.1% | +1.3% |
| 6M | +13.9% | -53.3% | +67.2% | +19.0% |
| YTD | +6.5% | -35.7% | +42.1% | +7.3% |
| 1Y | +20.7% | -47.2% | +67.9% | +22.9% |
| All | +73.2% | -38.8% | +112.0% | +75.5% |
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