-30.0%
GLXY vs BTSG
+202.3%
-232.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.2% | +13.0% | +13.1% |
| 7D | +14.3% | +4.0% | +10.3% | +11.9% |
| 30D | -19.6% | +15.3% | -34.9% | -25.7% |
| 3M | -20.7% | +25.4% | -46.1% | -30.4% |
| 6M | -49.6% | +31.9% | -81.5% | -58.4% |
| YTD | -28.6% | +93.9% | -122.5% | -54.2% |
| 1Y | -48.0% | +114.2% | -162.2% | -68.5% |
| All | -30.0% | +202.3% | -232.3% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling