-33.4%
GLXY vs TXT
+10.7%
-44.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.9% | -3.1% | -4.1% |
| 7D | +16.9% | -1.1% | +18.0% | +17.4% |
| 30D | -23.0% | +13.3% | -36.2% | -28.2% |
| 3M | -28.0% | -5.1% | -22.9% | -25.5% |
| 6M | -51.6% | -7.1% | -44.5% | -49.1% |
| YTD | -32.1% | -3.2% | -28.9% | -30.8% |
| 1Y | -51.5% | +2.3% | -53.8% | -52.5% |
| All | -33.4% | +10.7% | -44.1% | -40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling