+40.9%
ON vs GLXY
-41.9%
+82.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.8% | -0.6% |
| 7D | -11.7% | -14.6% | +3.0% | -9.3% |
| 30D | -23.3% | -36.2% | +12.9% | -17.1% |
| 3M | -19.2% | -30.1% | +10.9% | -14.8% |
| 6M | -40.1% | -56.1% | +16.0% | -32.3% |
| YTD | +16.9% | -38.9% | +55.8% | +23.3% |
| 1Y | +29.7% | -55.0% | +84.8% | +41.6% |
| All | +40.9% | -41.9% | +82.8% | +52.3% |
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