+76.7%
GM vs GLXY
+12.0%
+64.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +0.9% |
| 7D | +1.9% | +13.4% | -11.5% | +0.8% |
| 30D | -1.4% | +38.1% | -39.5% | -4.2% |
| 3M | +5.9% | -7.3% | +13.2% | +5.9% |
| 6M | +12.4% | +8.2% | +4.2% | +10.4% |
| YTD | +8.6% | +17.8% | -9.1% | +5.6% |
| 1Y | +52.6% | +14.9% | +37.7% | +49.8% |
| All | +76.7% | +12.0% | +64.7% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling