+17.6%
MSCI vs GLXY
-32.0%
+49.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +13.2% | -12.5% | +0.8% |
| 7D | -1.9% | +14.3% | -16.2% | -1.8% |
| 30D | +16.5% | -19.6% | +36.1% | +16.5% |
| 3M | +18.2% | -20.7% | +38.9% | +18.2% |
| 6M | +14.0% | -49.6% | +63.6% | +14.8% |
| YTD | +16.6% | -28.6% | +45.2% | +15.8% |
| 1Y | +14.8% | -48.0% | +62.9% | +14.7% |
| All | +17.6% | -32.0% | +49.7% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling