+25.1%
MGY vs GLXY
+15.1%
+10.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +2.3% |
| 7D | -0.9% | +15.5% | -16.4% | -0.8% |
| 30D | +10.1% | +34.1% | -24.0% | +10.4% |
| 3M | -1.5% | -11.3% | +9.9% | -1.2% |
| 6M | -4.9% | +31.6% | -36.5% | -5.3% |
| YTD | +27.7% | +21.0% | +6.7% | +26.3% |
| 1Y | +20.1% | +11.7% | +8.4% | +20.3% |
| All | +25.1% | +15.1% | +10.0% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling