-44.3%
GLXY vs DD
+28.6%
-72.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.6% | -4.4% | -4.4% |
| 7D | +16.9% | +6.7% | +10.2% | +10.2% |
| 30D | -23.0% | +19.4% | -42.4% | -32.7% |
| 3M | -28.0% | +7.6% | -35.6% | -31.8% |
| 6M | -51.6% | +2.9% | -54.5% | -52.9% |
| YTD | -32.1% | +29.9% | -62.0% | -46.0% |
| All | -44.3% | +28.6% | -72.9% | -55.4% |
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