+10.4%
DLR vs GLXY
-38.8%
+49.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.4% |
| 7D | +3.3% | +5.3% | -1.9% | +2.7% |
| 30D | +4.6% | -19.8% | +24.4% | +5.8% |
| 3M | -8.3% | -31.4% | +23.1% | -6.1% |
| 6M | -5.6% | -53.3% | +47.7% | -1.2% |
| YTD | +18.7% | -35.7% | +54.4% | +19.3% |
| 1Y | +17.1% | -47.2% | +64.3% | +19.0% |
| All | +10.4% | -38.8% | +49.2% | +10.9% |
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 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