+18.6%
GLXY vs WTW
+6.6%
+12.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.5% | +2.0% |
| 7D | +15.5% | -2.7% | +18.2% | +14.7% |
| 30D | +34.1% | -5.6% | +39.8% | +32.1% |
| 3M | -11.3% | +26.5% | -37.8% | -3.5% |
| 6M | +31.6% | +8.1% | +23.5% | +40.2% |
| YTD | +21.0% | -0.3% | +21.3% | +30.4% |
| 1Y | +11.7% | -0.9% | +12.5% | +20.9% |
| All | +18.6% | +6.6% | +12.1% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling