+10.3%
GLXY vs TW
-27.4%
+37.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.1% | -7.0% | -7.0% |
| 7D | +4.5% | -0.5% | +5.0% | +4.3% |
| 30D | +28.8% | -0.6% | +29.4% | +28.6% |
| 3M | -23.0% | +3.4% | -26.4% | -22.4% |
| 6M | +17.0% | -18.4% | +35.5% | +21.8% |
| YTD | +12.5% | -3.9% | +16.4% | +13.0% |
| 1Y | -5.4% | -13.3% | +7.9% | +0.3% |
| All | +10.3% | -27.4% | +37.7% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling