-36.4%
GLXY vs TLN
+47.6%
-84.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.2% | -1.0% | +2.1% |
| 7D | -0.5% | +9.1% | -9.6% | -4.2% |
| 30D | -28.6% | -4.1% | -24.5% | -26.2% |
| 3M | -28.1% | +4.4% | -32.5% | -29.2% |
| 6M | -52.0% | -6.0% | -46.0% | -50.5% |
| YTD | -35.1% | -3.1% | -32.0% | -35.4% |
| 1Y | -54.0% | -6.1% | -48.0% | -53.6% |
| All | -36.4% | +47.6% | -84.0% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling