+15.2%
DLR vs GLXY
+7.0%
+8.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +0.4% |
| 7D | +2.9% | +4.5% | -1.6% | +2.5% |
| 30D | -1.2% | +28.8% | -30.0% | -3.3% |
| 3M | +2.9% | -23.0% | +26.0% | +4.2% |
| 6M | +6.7% | +17.0% | -10.3% | +3.8% |
| YTD | +23.9% | +12.5% | +11.4% | +19.7% |
| 1Y | +18.6% | -5.4% | +24.0% | +16.2% |
| All | +15.2% | +7.0% | +8.2% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling