+61.9%
TE vs GLXY
-38.8%
+100.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.2% | -0.8% |
| 7D | -19.1% | +5.3% | -24.3% | -21.1% |
| 30D | -34.1% | -19.8% | -14.3% | -28.8% |
| 3M | -60.1% | -31.4% | -28.8% | -54.3% |
| 6M | -66.0% | -53.3% | -12.6% | -55.3% |
| YTD | -71.4% | -35.7% | -35.7% | -68.4% |
| 1Y | -45.3% | -47.2% | +1.9% | -35.3% |
| All | +61.9% | -38.8% | +100.7% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling