-38.1%
GLXY vs TW
-8.6%
-29.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -2.4% |
| 7D | -16.2% | +3.1% | -19.3% | -15.1% |
| 30D | -30.6% | +16.7% | -47.3% | -26.5% |
| 3M | -27.7% | +25.2% | -52.9% | -21.7% |
| 6M | -53.3% | +19.5% | -72.8% | -48.7% |
| YTD | -36.9% | +21.0% | -57.9% | -31.2% |
| 1Y | -55.6% | +19.0% | -74.6% | -51.3% |
| All | -38.1% | -8.6% | -29.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling