+15.5%
GLXY vs TLN
+28.9%
-13.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.8% | -4.4% | -2.6% |
| 7D | +13.4% | +7.1% | +6.4% | +9.5% |
| 30D | +38.1% | -3.9% | +42.0% | +41.0% |
| 3M | -7.3% | -16.2% | +8.8% | +1.3% |
| 6M | +8.2% | -5.8% | +14.0% | +11.2% |
| YTD | +17.8% | -15.4% | +33.2% | +24.9% |
| 1Y | +14.9% | -16.7% | +31.6% | +24.3% |
| All | +15.5% | +28.9% | -13.4% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling