+10.5%
DLR vs GLXY
-38.3%
+48.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.2% | -2.8% | +2.8% |
| 7D | +2.4% | -0.5% | +2.9% | +2.0% |
| 30D | +0.7% | -28.6% | +29.4% | +3.1% |
| 3M | -6.4% | -28.1% | +21.6% | -4.5% |
| 6M | -6.5% | -52.0% | +45.5% | -2.3% |
| YTD | +18.8% | -35.1% | +53.9% | +19.4% |
| 1Y | +9.0% | -54.0% | +63.1% | +11.7% |
| All | +10.5% | -38.3% | +48.7% | +11.0% |
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