-49.6%
GLXY vs TXG
+191.9%
-241.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.4% | +14.5% | +13.7% |
| 7D | +14.3% | -8.1% | +22.4% | +18.0% |
| 30D | -19.6% | -17.5% | -2.2% | -13.0% |
| 3M | -20.7% | +6.1% | -26.8% | -22.8% |
| 6M | -49.6% | +202.7% | -252.3% | -58.4% |
| All | -49.6% | +191.9% | -241.5% | -58.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling