+44.6%
GS vs GLXY
-44.8%
+89.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.7% | -5.4% |
| 7D | -6.3% | -28.4% | +22.1% | -2.5% |
| 30D | -3.1% | -41.4% | +38.3% | +3.3% |
| 3M | -17.7% | -31.9% | +14.3% | -14.6% |
| 6M | -4.6% | -57.2% | +52.6% | +4.4% |
| YTD | +0.3% | -41.9% | +42.3% | +3.1% |
| 1Y | +11.7% | -58.7% | +70.4% | +18.4% |
| All | +44.6% | -44.8% | +89.4% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling