-55.2%
GLXY vs TW
+20.8%
-75.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.0% | -18.0% | -16.3% |
| 7D | -26.8% | +6.0% | -32.8% | -23.8% |
| 30D | -38.3% | +18.6% | -56.9% | -31.2% |
| 3M | -36.9% | +26.5% | -63.4% | -26.6% |
| 6M | -52.1% | +13.1% | -65.2% | -44.8% |
| YTD | -37.5% | +18.5% | -56.1% | -26.5% |
| 1Y | -55.2% | +21.7% | -76.9% | -48.8% |
| All | -55.2% | +20.8% | -75.9% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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