+11.1%
MSFT vs GLXY
+12.0%
-1.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.0% |
| 7D | -2.7% | +13.4% | -16.1% | -3.7% |
| 30D | +2.7% | +38.1% | -35.4% | -0.3% |
| 3M | +17.0% | -7.3% | +24.3% | +15.7% |
| 6M | +23.8% | +8.2% | +15.6% | +20.3% |
| YTD | +4.0% | +17.8% | -13.8% | +0.3% |
| 1Y | -0.8% | +14.9% | -15.7% | -4.2% |
| All | +11.1% | +12.0% | -1.0% | +7.2% |
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 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