+15.5%
GLXY vs TW
-25.1%
+40.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.4% |
| 7D | +13.4% | -2.3% | +15.8% | +12.5% |
| 30D | +38.1% | +3.9% | +34.2% | +39.8% |
| 3M | -7.3% | +5.7% | -13.0% | -5.9% |
| 6M | +8.2% | -14.5% | +22.7% | +13.2% |
| YTD | +17.8% | -0.9% | +18.6% | +19.5% |
| 1Y | +14.9% | -13.5% | +28.4% | +25.4% |
| All | +15.5% | -25.1% | +40.6% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling