-33.4%
GLXY vs DTE
+7.6%
-41.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -5.0% |
| 7D | +16.9% | +3.2% | +13.7% | +17.0% |
| 30D | -23.0% | +8.5% | -31.5% | -23.2% |
| 3M | -28.0% | +1.3% | -29.3% | -27.3% |
| 6M | -51.6% | -0.7% | -50.9% | -51.9% |
| YTD | -32.1% | +10.6% | -42.8% | -36.6% |
| 1Y | -51.5% | +2.6% | -54.1% | -52.2% |
| All | -33.4% | +7.6% | -41.0% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling