-5.8%
TLT vs GLXY
-48.5%
+42.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +13.2% | -13.1% | -0.1% |
| 7D | -1.0% | +14.3% | -15.3% | -1.1% |
| 30D | +4.1% | -19.6% | +23.7% | +4.3% |
| 3M | -0.4% | -20.7% | +20.3% | -0.1% |
| 6M | -3.2% | -49.6% | +46.4% | -2.4% |
| YTD | -3.5% | -28.6% | +25.1% | -3.4% |
| 1Y | -5.8% | -48.0% | +42.2% | -4.6% |
| All | -5.8% | -48.5% | +42.7% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling