+3.3%
SPYM vs GLXY
-46.4%
+49.7%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.2% | -11.9% | +0.4% |
| 7D | -0.9% | +14.3% | -15.2% | -1.9% |
| 30D | -2.4% | -19.6% | +17.3% | -1.6% |
| 3M | -1.1% | -20.7% | +19.5% | -0.5% |
| 6M | +3.3% | -49.6% | +52.9% | +6.6% |
| All | +3.3% | -46.4% | +49.7% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling