+7.0%
GLXY vs TXG
+643.9%
-636.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.3% | -2.2% | 0.0% |
| 7D | -7.3% | +9.5% | -16.8% | -10.1% |
| 30D | +15.7% | +18.8% | -3.0% | +9.8% |
| 3M | -26.7% | +136.1% | -162.8% | -44.2% |
| 6M | +13.7% | +235.2% | -221.5% | -24.0% |
| YTD | +9.1% | +320.5% | -311.4% | -33.1% |
| 1Y | -15.5% | +425.2% | -440.7% | -52.2% |
| All | +7.0% | +643.9% | -636.9% | -39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling