-5.4%
GLXY vs DD
+33.7%
-39.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.6% | -4.4% | -5.3% |
| 7D | +4.5% | -3.8% | +8.3% | +7.2% |
| 30D | +28.8% | -9.2% | +38.1% | +37.5% |
| 3M | -23.0% | -9.0% | -14.0% | -18.2% |
| 6M | +17.0% | -5.0% | +22.0% | +20.6% |
| YTD | +12.5% | +7.4% | +5.1% | +11.2% |
| 1Y | -5.4% | +35.1% | -40.5% | -13.9% |
| All | -5.4% | +33.7% | -39.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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