-2.8%
DT vs GLXY
+12.0%
-14.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -3.3% | +13.4% | -16.7% | -3.7% |
| 30D | +2.0% | +38.1% | -36.1% | +0.9% |
| 3M | +20.0% | -7.3% | +27.3% | +20.3% |
| 6M | +39.3% | +8.2% | +31.1% | +37.5% |
| YTD | +19.8% | +17.8% | +2.0% | +16.6% |
| 1Y | +4.3% | +14.9% | -10.6% | +2.5% |
| All | -2.8% | +12.0% | -14.8% | -4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling