-47.2%
GLXY vs TW
+21.1%
-68.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -4.7% |
| 7D | +5.3% | +3.9% | +1.3% | +7.9% |
| 30D | -19.8% | +19.9% | -39.7% | -9.6% |
| 3M | -31.4% | +25.9% | -57.3% | -20.5% |
| 6M | -53.3% | +21.1% | -74.5% | -44.5% |
| YTD | -35.7% | +23.9% | -59.6% | -21.2% |
| 1Y | -47.2% | +21.2% | -68.4% | -32.1% |
| All | -47.2% | +21.1% | -68.3% | -32.1% |
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