+14.9%
GLXY vs TMF
-15.2%
+30.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | +13.4% | -1.4% | +14.9% | +14.1% |
| 30D | +38.1% | -2.8% | +40.9% | +39.6% |
| 3M | -7.3% | -10.9% | +3.6% | -2.9% |
| 6M | +8.2% | -21.3% | +29.5% | +15.5% |
| YTD | +17.8% | -15.9% | +33.6% | +23.9% |
| 1Y | +14.9% | -15.7% | +30.7% | +24.6% |
| All | +14.9% | -15.2% | +30.2% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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