+82.6%
U vs GLXY
+12.0%
+70.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -3.8% | +13.4% | -17.3% | -6.7% |
| 30D | +17.5% | +38.1% | -20.7% | +8.1% |
| 3M | +38.7% | -7.3% | +46.0% | +37.5% |
| 6M | +104.4% | +8.2% | +96.2% | +91.7% |
| YTD | -5.7% | +17.8% | -23.4% | -15.0% |
| 1Y | +3.7% | +14.9% | -11.2% | -2.4% |
| All | +82.6% | +12.0% | +70.6% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling