+69.6%
NET vs GLXY
-40.6%
+110.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -17.0% | +14.4% | -0.1% |
| 7D | -16.4% | -26.8% | +10.5% | -12.8% |
| 30D | -25.8% | -38.3% | +12.5% | -21.2% |
| 3M | -11.5% | -36.9% | +25.4% | -7.0% |
| 6M | +18.9% | -52.1% | +71.0% | +28.1% |
| YTD | +35.2% | -37.5% | +72.7% | +36.7% |
| 1Y | +14.5% | -55.2% | +69.6% | +20.2% |
| All | +69.6% | -40.6% | +110.1% | +79.5% |
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