+18.6%
GLXY vs BTSG
+160.4%
-141.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.0% | -0.3% | +1.0% |
| 7D | +15.5% | +5.7% | +9.7% | +12.0% |
| 30D | +34.1% | +0.2% | +33.9% | +33.4% |
| 3M | -11.3% | +5.6% | -17.0% | -16.6% |
| 6M | +31.6% | +50.8% | -19.2% | -2.6% |
| YTD | +21.0% | +67.0% | -46.1% | -15.7% |
| 1Y | +11.7% | +145.5% | -133.8% | -35.7% |
| All | +18.6% | +160.4% | -141.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling