-55.2%
GLXY vs BTSG
+111.7%
-166.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.1% | -16.9% | -17.0% |
| 7D | -26.8% | +17.4% | -44.2% | -33.1% |
| 30D | -38.3% | +12.6% | -50.9% | -42.1% |
| 3M | -36.9% | +11.2% | -48.1% | -40.7% |
| 6M | -52.1% | +30.4% | -82.5% | -61.3% |
| YTD | -37.5% | +86.4% | -123.9% | -62.3% |
| 1Y | -55.2% | +117.9% | -173.1% | -76.5% |
| All | -55.2% | +111.7% | -166.9% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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