-36.9%
GLXY vs DTE
+8.0%
-44.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.4% | -5.6% | -5.3% |
| 7D | +5.3% | +3.4% | +1.8% | +5.4% |
| 30D | -19.8% | +8.9% | -28.7% | -20.0% |
| 3M | -31.4% | +1.1% | -32.4% | -30.6% |
| 6M | -53.3% | +0.1% | -53.4% | -53.7% |
| YTD | -35.7% | +11.1% | -46.7% | -39.9% |
| 1Y | -47.2% | +4.9% | -52.2% | -48.7% |
| All | -36.9% | +8.0% | -44.9% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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