+7.0%
GLXY vs BTSG
+144.5%
-137.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.3% | +0.3% |
| 7D | -7.3% | -3.3% | -4.0% | -5.5% |
| 30D | +15.7% | -1.6% | +17.3% | +16.5% |
| 3M | -26.7% | -6.9% | -19.8% | -25.6% |
| 6M | +13.7% | +42.1% | -28.4% | -12.9% |
| YTD | +9.1% | +56.8% | -47.7% | -21.2% |
| 1Y | -15.5% | +109.8% | -125.3% | -47.2% |
| All | +7.0% | +144.5% | -137.5% | -42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling