-55.6%
GLXY vs DD
+33.0%
-88.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.8% |
| 7D | -16.2% | +2.2% | -18.4% | -17.5% |
| 30D | -30.6% | +20.7% | -51.3% | -40.0% |
| 3M | -27.7% | +11.3% | -39.0% | -33.4% |
| 6M | -53.3% | +6.0% | -59.3% | -55.7% |
| YTD | -36.9% | +31.7% | -68.6% | -51.3% |
| 1Y | -55.6% | +32.2% | -87.9% | -65.4% |
| All | -55.6% | +33.0% | -88.6% | -65.4% |
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