+18.6%
GLXY vs TW
-27.3%
+46.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.0% | +5.7% | +1.7% |
| 7D | +15.5% | -3.5% | +18.9% | +14.1% |
| 30D | +34.1% | +0.5% | +33.6% | +34.3% |
| 3M | -11.3% | +4.9% | -16.3% | -10.6% |
| 6M | +31.6% | -17.1% | +48.7% | +36.4% |
| YTD | +21.0% | -3.9% | +24.8% | +21.6% |
| 1Y | +11.7% | -13.3% | +24.9% | +18.4% |
| All | +18.6% | -27.3% | +46.0% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling