-55.2%
GLXY vs DRI
+34.0%
-89.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +5.1% | -22.1% | -16.3% |
| 7D | -26.8% | +6.5% | -33.3% | -26.2% |
| 30D | -38.3% | +16.4% | -54.7% | -38.1% |
| 3M | -36.9% | +13.6% | -50.5% | -36.3% |
| 6M | -52.1% | +22.0% | -74.1% | -52.2% |
| YTD | -37.5% | +29.3% | -66.8% | -39.9% |
| 1Y | -55.2% | +32.0% | -87.2% | -57.6% |
| All | -55.2% | +34.0% | -89.2% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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