-38.1%
GLXY vs DG
+52.9%
-91.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.2% | -2.7% |
| 7D | -16.2% | +5.2% | -21.4% | -15.6% |
| 30D | -30.6% | +7.9% | -38.5% | -30.4% |
| 3M | -27.7% | +12.7% | -40.4% | -27.9% |
| 6M | -53.3% | +22.4% | -75.8% | -54.6% |
| YTD | -36.9% | +5.4% | -42.3% | -36.9% |
| 1Y | -55.6% | +39.4% | -95.0% | -56.3% |
| All | -38.1% | +52.9% | -91.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling