-5.2%
DT vs GLXY
+7.0%
-12.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.6% | +0.8% |
| 7D | -0.5% | +4.5% | -5.1% | -0.7% |
| 30D | +0.1% | +28.8% | -28.8% | -0.8% |
| 3M | +24.1% | -23.0% | +47.2% | +25.8% |
| 6M | +30.1% | +17.0% | +13.1% | +27.3% |
| YTD | +16.8% | +12.5% | +4.3% | +13.8% |
| 1Y | -0.1% | -5.4% | +5.3% | -1.0% |
| All | -5.2% | +7.0% | -12.2% | -6.7% |
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