-38.1%
GLXY vs TMF
-19.0%
-19.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.2% |
| 7D | -16.2% | -1.1% | -15.1% | -16.1% |
| 30D | -30.6% | +11.8% | -42.4% | -33.3% |
| 3M | -27.7% | -4.0% | -23.7% | -27.1% |
| 6M | -53.3% | -16.5% | -36.8% | -51.3% |
| YTD | -36.9% | -19.9% | -17.0% | -34.0% |
| 1Y | -55.6% | -25.6% | -30.0% | -53.0% |
| All | -38.1% | -19.0% | -19.1% | -33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling