+54.5%
MAR vs GLXY
-41.9%
+96.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.3% |
| 7D | +4.3% | -14.6% | +18.9% | +4.6% |
| 30D | +16.8% | -36.2% | +53.0% | +18.0% |
| 3M | +16.0% | -30.1% | +46.1% | +16.7% |
| 6M | +16.5% | -56.1% | +72.6% | +19.1% |
| YTD | +35.0% | -38.9% | +73.9% | +35.3% |
| 1Y | +49.4% | -55.0% | +104.4% | +51.1% |
| All | +54.5% | -41.9% | +96.4% | +53.4% |
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