-36.9%
GLXY vs TLN
+52.8%
-89.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.8% | -2.5% | -3.7% |
| 7D | +5.3% | +11.0% | -5.8% | -0.7% |
| 30D | -19.8% | +4.9% | -24.7% | -20.8% |
| 3M | -31.4% | +4.9% | -36.3% | -32.7% |
| 6M | -53.3% | +7.1% | -60.4% | -54.6% |
| YTD | -35.7% | +0.3% | -36.0% | -37.1% |
| 1Y | -47.2% | +5.9% | -53.1% | -49.1% |
| All | -36.9% | +52.8% | -89.8% | -40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling