-16.5%
T vs GLXY
-41.9%
+25.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.1% | -0.7% |
| 7D | +1.0% | -14.6% | +15.7% | +0.5% |
| 30D | -10.6% | -36.2% | +25.6% | -11.8% |
| 3M | -7.7% | -30.1% | +22.4% | -8.6% |
| 6M | -13.3% | -56.1% | +42.8% | -15.0% |
| YTD | -8.8% | -38.9% | +30.1% | -9.3% |
| 1Y | -8.4% | -55.0% | +46.6% | -9.5% |
| All | -16.5% | -41.9% | +25.3% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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