-55.2%
GLXY vs BTG
+24.4%
-79.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +8.7% | -25.7% | -20.6% |
| 7D | -26.8% | -0.2% | -26.6% | -27.1% |
| 30D | -38.3% | -0.8% | -37.5% | -38.2% |
| 3M | -36.9% | +31.8% | -68.7% | -44.2% |
| 6M | -52.1% | +20.4% | -72.5% | -56.3% |
| YTD | -37.5% | +14.7% | -52.2% | -44.4% |
| 1Y | -55.2% | +29.4% | -84.5% | -64.3% |
| All | -55.2% | +24.4% | -79.6% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling