-7.5%
GLXY vs DTE
+2.7%
-10.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -8.9% | -2.0% | -7.0% | -8.5% |
| 30D | +19.9% | -2.4% | +22.3% | +20.5% |
| 3M | -20.0% | -7.3% | -12.7% | -19.6% |
| 6M | +10.5% | -7.6% | +18.2% | +11.8% |
| YTD | +7.9% | +5.8% | +2.1% | -5.0% |
| 1Y | -7.5% | +2.3% | -9.8% | -11.4% |
| All | -7.5% | +2.7% | -10.2% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling