+7.0%
GLXY vs DGX
+35.9%
-28.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.6% |
| 7D | -7.3% | -0.9% | -6.4% | -7.6% |
| 30D | +15.7% | -1.2% | +16.9% | +15.3% |
| 3M | -26.7% | +15.8% | -42.4% | -23.0% |
| 6M | +13.7% | +18.2% | -4.5% | +19.9% |
| YTD | +9.1% | +37.2% | -28.1% | +16.2% |
| 1Y | -15.5% | +30.4% | -45.8% | -11.4% |
| All | +7.0% | +35.9% | -28.9% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling