-40.1%
GLXY vs DD
+76.5%
-116.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +4.4% |
| 7D | -14.6% | +4.6% | -19.2% | -16.4% |
| 30D | -36.2% | +11.8% | -47.9% | -40.0% |
| 3M | -30.1% | +2.2% | -32.3% | -30.5% |
| 6M | -56.1% | -1.6% | -54.5% | -55.6% |
| YTD | -38.9% | +23.0% | -61.9% | -44.1% |
| 1Y | -55.0% | +26.9% | -82.0% | -59.1% |
| All | -40.1% | +76.5% | -116.6% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling