+16.5%
MAR vs GLXY
-55.9%
+72.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -0.2% |
| 7D | +4.3% | -14.6% | +18.9% | +4.2% |
| 30D | +16.8% | -36.2% | +53.0% | +16.5% |
| 3M | +16.0% | -30.1% | +46.1% | +15.9% |
| 6M | +16.5% | -56.1% | +72.6% | +20.2% |
| All | +16.5% | -55.9% | +72.4% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling