+1.4%
IR vs GLXY
-38.8%
+40.2%
-30.6%
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 | +2.5% | +5.3% | -2.8% | +2.1% |
| 30D | +9.2% | -19.8% | +29.0% | +10.0% |
| 3M | +0.9% | -31.4% | +32.3% | +2.3% |
| 6M | +19.2% | -53.3% | +72.6% | +23.8% |
| YTD | +7.5% | -35.7% | +43.2% | +6.6% |
| 1Y | +11.7% | -47.2% | +58.9% | +12.3% |
| All | +1.4% | -38.8% | +40.2% | +0.2% |
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