+16.5%
MSFT vs GLXY
-38.8%
+55.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.4% | +0.5% |
| 7D | -1.3% | +5.3% | -6.5% | -1.8% |
| 30D | -1.8% | -19.8% | +18.0% | -0.9% |
| 3M | +5.6% | -31.4% | +37.0% | +7.5% |
| 6M | +29.8% | -53.3% | +83.1% | +34.1% |
| YTD | +9.0% | -35.7% | +44.7% | +9.2% |
| 1Y | +4.9% | -47.2% | +52.2% | +5.9% |
| All | +16.5% | -38.8% | +55.3% | +16.8% |
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