-40.1%
GLXY vs DRI
+13.3%
-53.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.2% |
| 7D | -14.6% | +2.8% | -17.4% | -14.5% |
| 30D | -36.2% | +13.3% | -49.4% | -36.8% |
| 3M | -30.1% | +8.2% | -38.3% | -30.4% |
| 6M | -56.1% | +17.5% | -73.7% | -57.0% |
| YTD | -38.9% | +26.9% | -65.8% | -42.3% |
| 1Y | -55.0% | +31.6% | -86.6% | -58.3% |
| All | -40.1% | +13.3% | -53.4% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling