-38.7%
GLXY vs DOC
+28.3%
-67.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.1% | -20.1% | -17.7% |
| 7D | -26.8% | +8.7% | -35.6% | -28.7% |
| 30D | -38.3% | +7.6% | -46.0% | -39.9% |
| 3M | -36.9% | -5.3% | -31.6% | -35.5% |
| 6M | -52.1% | +27.6% | -79.7% | -58.7% |
| YTD | -37.5% | +32.4% | -69.9% | -45.3% |
| 1Y | -55.2% | +22.9% | -78.0% | -59.9% |
| All | -38.7% | +28.3% | -67.0% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 all: compounded portfolio wealth divided by compounded DOC 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…
all analysis · Full analysis span regression · 6 months rolling