+90.9%
P vs GLXY
-38.8%
+129.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -0.6% |
| 7D | +11.6% | +5.3% | +6.3% | +10.0% |
| 30D | -23.7% | -19.8% | -3.9% | -20.2% |
| 3M | -8.0% | -31.4% | +23.4% | -1.4% |
| 6M | +27.9% | -53.3% | +81.2% | +45.5% |
| YTD | +61.2% | -35.7% | +96.8% | +67.6% |
| 1Y | +28.6% | -47.2% | +75.8% | +37.4% |
| All | +90.9% | -38.8% | +129.7% | +97.3% |
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