+198.7%
TER vs GLXY
-38.3%
+236.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +6.2% | +6.5% | +10.8% |
| 7D | -5.8% | -0.5% | -5.2% | -5.7% |
| 30D | -38.9% | -28.6% | -10.3% | -32.9% |
| 3M | -35.1% | -28.1% | -7.1% | -29.5% |
| 6M | -31.6% | -52.0% | +20.4% | -18.2% |
| YTD | +27.2% | -35.1% | +62.3% | +37.7% |
| 1Y | +35.2% | -54.0% | +89.2% | +55.0% |
| All | +198.7% | -38.3% | +236.9% | +231.4% |
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 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