-48.0%
GLXY vs TW
+19.9%
-67.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.7% | +12.4% | +13.7% |
| 7D | +14.3% | +2.8% | +11.5% | +16.4% |
| 30D | -19.6% | +18.1% | -37.7% | -10.4% |
| 3M | -20.7% | +25.2% | -45.9% | -8.5% |
| 6M | -49.6% | +19.1% | -68.7% | -40.7% |
| YTD | -28.6% | +21.9% | -50.5% | -13.7% |
| 1Y | -48.0% | +18.9% | -67.0% | -34.2% |
| All | -48.0% | +19.9% | -67.9% | -34.2% |
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