-55.2%
GLXY vs TXG
+406.9%
-462.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.4% | -20.4% | -18.2% |
| 7D | -26.8% | -19.3% | -7.6% | -21.1% |
| 30D | -38.3% | -30.9% | -7.4% | -31.0% |
| 3M | -36.9% | +41.1% | -78.0% | -44.1% |
| 6M | -52.1% | +211.9% | -264.0% | -66.7% |
| YTD | -37.5% | +314.0% | -351.5% | -61.6% |
| 1Y | -55.2% | +405.4% | -460.6% | -73.7% |
| All | -55.2% | +406.9% | -462.1% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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