+22.7%
DIA vs GLXY
-41.9%
+64.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.6% |
| 7D | -0.9% | -14.6% | +13.7% | -0.4% |
| 30D | +0.3% | -36.2% | +36.4% | +2.1% |
| 3M | -4.5% | -30.1% | +25.6% | -3.5% |
| 6M | +3.4% | -56.1% | +59.5% | +6.6% |
| YTD | +7.8% | -38.9% | +46.7% | +7.8% |
| 1Y | +10.7% | -55.0% | +65.8% | +12.2% |
| All | +22.7% | -41.9% | +64.6% | +21.9% |
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