+77.4%
NET vs GLXY
+12.0%
+65.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -7.0% | +13.4% | -20.4% | -8.5% |
| 30D | -4.8% | +38.1% | -42.9% | -9.0% |
| 3M | +3.8% | -7.3% | +11.1% | +3.6% |
| 6M | +50.0% | +8.2% | +41.9% | +44.3% |
| YTD | +41.5% | +17.8% | +23.7% | +32.5% |
| 1Y | +32.8% | +14.9% | +17.9% | +30.4% |
| All | +77.4% | +12.0% | +65.4% | +74.1% |
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 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