+107.5%
NOK vs GLXY
+15.1%
+92.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.4% | +5.8% |
| 7D | +7.3% | +15.5% | -8.2% | +5.0% |
| 30D | +13.8% | +34.1% | -20.3% | +8.9% |
| 3M | -27.0% | -11.3% | -15.7% | -27.3% |
| 6M | +37.6% | +31.6% | +6.0% | +33.3% |
| YTD | +64.6% | +21.0% | +43.6% | +59.8% |
| 1Y | +132.0% | +11.7% | +120.3% | +122.1% |
| All | +107.5% | +15.1% | +92.4% | +96.4% |
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