+10.3%
GLXY vs BTG
+95.2%
-84.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -7.6% |
| 7D | +4.5% | +2.4% | +2.1% | +3.7% |
| 30D | +28.8% | +9.5% | +19.4% | +25.2% |
| 3M | -23.0% | +38.5% | -61.5% | -31.3% |
| 6M | +17.0% | +5.6% | +11.4% | +13.1% |
| YTD | +12.5% | +23.9% | -11.5% | +3.9% |
| 1Y | -5.4% | +32.1% | -37.5% | -16.0% |
| All | +10.3% | +95.2% | -84.8% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling