-40.1%
GLXY vs TXT
+9.7%
-49.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.0% | +7.2% | +6.1% |
| 7D | -14.6% | -2.5% | -12.1% | -13.7% |
| 30D | -36.2% | +14.4% | -50.6% | -40.9% |
| 3M | -30.1% | -4.9% | -25.2% | -27.9% |
| 6M | -56.1% | -10.2% | -45.9% | -52.9% |
| YTD | -38.9% | -4.1% | -34.8% | -37.5% |
| 1Y | -55.0% | +4.0% | -59.0% | -56.5% |
| All | -40.1% | +9.7% | -49.8% | -46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling