+351.7%
TER vs GLXY
+15.1%
+336.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.7% | +1.5% | +3.4% |
| 7D | +11.0% | +15.5% | -4.5% | +6.3% |
| 30D | -1.9% | +34.1% | -36.0% | -10.3% |
| 3M | -0.7% | -11.3% | +10.7% | +0.7% |
| 6M | +36.4% | +31.6% | +4.8% | +26.5% |
| YTD | +92.4% | +21.0% | +71.5% | +75.2% |
| 1Y | +213.5% | +11.7% | +201.8% | +194.4% |
| All | +351.7% | +15.1% | +336.6% | +321.8% |
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