-55.2%
GLXY vs TAP
+4.4%
-59.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.0% | -20.0% | -14.4% |
| 7D | -26.8% | +9.9% | -36.8% | -19.9% |
| 30D | -38.3% | +18.1% | -56.4% | -28.8% |
| 3M | -36.9% | +3.2% | -40.1% | -32.5% |
| 6M | -52.1% | +8.4% | -60.5% | -46.7% |
| YTD | -37.5% | -4.4% | -33.1% | -35.3% |
| 1Y | -55.2% | +3.2% | -58.4% | -53.9% |
| All | -55.2% | +4.4% | -59.5% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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