+66.3%
TGT vs GLXY
+3.8%
+62.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.1% | 0.0% |
| 7D | -5.2% | -7.3% | +2.1% | -4.9% |
| 30D | +1.2% | +15.7% | -14.6% | +0.4% |
| 3M | +18.4% | -26.7% | +45.0% | +20.1% |
| 6M | +33.4% | +13.7% | +19.7% | +31.0% |
| YTD | +63.8% | +9.1% | +54.7% | +59.1% |
| 1Y | +77.2% | -15.5% | +92.6% | +75.9% |
| All | +66.3% | +3.8% | +62.4% | +61.9% |
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