+75.5%
GOOG vs GLXY
-38.8%
+114.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | -0.6% |
| 7D | +3.0% | +5.3% | -2.2% | +2.6% |
| 30D | -14.9% | -19.8% | +4.9% | -13.9% |
| 3M | -14.9% | -31.4% | +16.5% | -13.3% |
| 6M | -26.6% | -53.3% | +26.7% | -23.5% |
| YTD | -6.6% | -35.7% | +29.1% | -5.7% |
| 1Y | +5.1% | -47.2% | +52.3% | +7.2% |
| All | +75.5% | -38.8% | +114.3% | +74.7% |
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