-18.6%
DT vs GLXY
-41.9%
+23.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.7% |
| 7D | -24.7% | -14.6% | -10.1% | -24.4% |
| 30D | -27.4% | -36.2% | +8.8% | -26.5% |
| 3M | -11.1% | -30.1% | +19.0% | -10.4% |
| 6M | +13.7% | -56.1% | +69.8% | +16.6% |
| YTD | +0.2% | -38.9% | +39.1% | -0.6% |
| 1Y | -5.7% | -55.0% | +49.3% | -4.7% |
| All | -18.6% | -41.9% | +23.3% | -18.6% |
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