+696.3%
MU vs GLXY
-38.8%
+735.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.7% | -0.6% |
| 7D | +12.8% | +5.3% | +7.5% | +10.8% |
| 30D | -14.9% | -19.8% | +4.9% | -8.7% |
| 3M | -18.0% | -31.4% | +13.3% | -8.5% |
| 6M | -3.1% | -53.3% | +50.2% | +20.8% |
| YTD | +172.9% | -35.7% | +208.6% | +210.7% |
| 1Y | +228.8% | -47.2% | +276.1% | +286.5% |
| All | +696.3% | -38.8% | +735.2% | +861.3% |
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