-55.2%
GLXY vs DGX
+45.0%
-100.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.5% | -20.5% | -15.2% |
| 7D | -26.8% | +4.1% | -30.9% | -25.0% |
| 30D | -38.3% | +10.5% | -48.8% | -35.2% |
| 3M | -36.9% | +9.8% | -46.7% | -33.9% |
| 6M | -52.1% | +34.6% | -86.7% | -46.3% |
| YTD | -37.5% | +49.8% | -87.3% | -31.0% |
| 1Y | -55.2% | +46.0% | -101.2% | -51.1% |
| All | -55.2% | +45.0% | -100.1% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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