-55.2%
GLXY vs TXT
+9.2%
-64.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -1.3% | -15.7% | -16.5% |
| 7D | -26.8% | +10.6% | -37.5% | -30.1% |
| 30D | -38.3% | +14.4% | -52.7% | -42.2% |
| 3M | -36.9% | -2.7% | -34.2% | -34.9% |
| 6M | -52.1% | -4.7% | -47.4% | -49.7% |
| YTD | -37.5% | -0.5% | -37.0% | -38.3% |
| 1Y | -55.2% | +8.7% | -63.9% | -65.3% |
| All | -55.2% | +9.2% | -64.4% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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