-7.5%
GLXY vs TXG
+392.4%
-399.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.6% |
| 7D | -8.9% | +5.0% | -13.9% | -10.5% |
| 30D | +19.9% | +13.5% | +6.4% | +15.2% |
| 3M | -20.0% | +128.0% | -148.0% | -38.8% |
| 6M | +10.5% | +224.4% | -213.9% | -26.4% |
| YTD | +7.9% | +307.0% | -299.1% | -34.9% |
| 1Y | -7.5% | +427.2% | -434.7% | -49.3% |
| All | -7.5% | +392.4% | -399.9% | -49.3% |
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