-36.4%
GLXY vs TXT
+12.1%
-48.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.2% |
| 7D | -0.5% | -3.5% | +3.0% | +1.1% |
| 30D | -28.6% | +15.2% | -43.8% | -34.0% |
| 3M | -28.1% | -4.5% | -23.6% | -25.7% |
| 6M | -52.0% | -6.1% | -45.9% | -49.7% |
| YTD | -35.1% | -2.0% | -33.2% | -34.2% |
| 1Y | -54.0% | +4.2% | -58.2% | -55.4% |
| All | -36.4% | +12.1% | -48.5% | -43.4% |
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