-30.0%
GLXY vs TXG
+573.0%
-602.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.4% | +14.5% | +13.7% |
| 7D | +14.3% | -8.1% | +22.4% | +17.6% |
| 30D | -19.6% | -17.5% | -2.2% | -13.7% |
| 3M | -20.7% | +6.1% | -26.8% | -22.7% |
| 6M | -49.6% | +202.7% | -252.3% | -65.1% |
| YTD | -28.6% | +280.4% | -309.0% | -55.1% |
| 1Y | -48.0% | +274.0% | -322.1% | -67.3% |
| All | -30.0% | +573.0% | -602.9% | -59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling