+125.7%
U vs GLXY
-41.9%
+167.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.2% | +0.3% | +4.4% |
| 7D | +36.6% | -14.6% | +51.2% | +39.6% |
| 30D | +13.3% | -36.2% | +49.5% | +23.2% |
| 3M | +26.2% | -30.1% | +56.3% | +32.6% |
| 6M | +88.7% | -56.1% | +144.9% | +117.1% |
| YTD | +16.6% | -38.9% | +55.5% | +19.4% |
| 1Y | +29.0% | -55.0% | +84.0% | +41.5% |
| All | +125.7% | -41.9% | +167.6% | +137.4% |
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