-36.4%
GLXY vs DRI
+15.0%
-51.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.5% | +4.7% | +6.2% |
| 7D | -0.5% | +3.1% | -3.7% | -0.3% |
| 30D | -28.6% | +16.2% | -44.9% | -29.5% |
| 3M | -28.1% | +8.4% | -36.4% | -28.3% |
| 6M | -52.0% | +19.0% | -71.0% | -53.0% |
| YTD | -35.1% | +28.8% | -63.9% | -38.7% |
| 1Y | -54.0% | +33.1% | -87.2% | -57.3% |
| All | -36.4% | +15.0% | -51.4% | -37.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling