-36.9%
GLXY vs WTW
+10.2%
-47.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.0% | -7.3% | -4.6% |
| 7D | +5.3% | +2.0% | +3.3% | +6.0% |
| 30D | -19.8% | +12.9% | -32.7% | -16.8% |
| 3M | -31.4% | +0.7% | -32.1% | -30.6% |
| 6M | -53.3% | +39.5% | -92.8% | -47.7% |
| YTD | -35.7% | +3.1% | -38.8% | -29.4% |
| 1Y | -47.2% | +4.8% | -52.0% | -42.3% |
| All | -36.9% | +10.2% | -47.1% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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