+57.4%
MAR vs GLXY
-57.6%
+115.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -17.0% | +19.0% | +2.4% |
| 7D | +7.7% | -26.8% | +34.5% | +8.4% |
| 30D | +19.4% | -38.3% | +57.7% | +20.6% |
| 3M | +23.3% | -36.9% | +60.2% | +24.2% |
| 6M | +22.8% | -52.1% | +75.0% | +25.3% |
| YTD | +37.8% | -37.5% | +75.3% | +38.4% |
| 1Y | +57.4% | -55.2% | +112.5% | +61.2% |
| All | +57.4% | -57.6% | +115.0% | +61.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling