-55.2%
GLXY vs GTLB
+6.1%
-61.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | 0.0% | -17.0% | -17.0% |
| 7D | -26.8% | -9.7% | -17.2% | -25.9% |
| 30D | -38.3% | +1.7% | -40.0% | -38.1% |
| 3M | -36.9% | +43.6% | -80.5% | -38.6% |
| 6M | -52.1% | +113.0% | -165.1% | -55.3% |
| YTD | -37.5% | +39.5% | -77.1% | -34.1% |
| 1Y | -55.2% | +12.6% | -67.8% | -51.5% |
| All | -55.2% | +6.1% | -61.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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