-40.1%
GLXY vs TAP
-24.1%
-16.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +2.2% |
| 7D | -14.6% | +0.5% | -15.1% | -13.6% |
| 30D | -36.2% | +9.1% | -45.3% | -32.1% |
| 3M | -30.1% | -3.8% | -26.3% | -29.3% |
| 6M | -56.1% | -3.4% | -52.7% | -54.9% |
| YTD | -38.9% | -10.6% | -28.3% | -39.2% |
| 1Y | -55.0% | -4.4% | -50.6% | -55.8% |
| All | -40.1% | -24.1% | -16.0% | -47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling