+67.8%
TPR vs GLXY
-38.3%
+106.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.2% | -3.8% | +2.2% |
| 7D | +12.7% | -0.5% | +13.2% | +12.4% |
| 30D | +17.1% | -28.6% | +45.7% | +18.8% |
| 3M | -15.9% | -28.1% | +12.2% | -15.2% |
| 6M | +2.6% | -52.0% | +54.6% | +6.2% |
| YTD | +7.5% | -35.1% | +42.6% | +6.9% |
| 1Y | +32.9% | -54.0% | +87.0% | +36.3% |
| All | +67.8% | -38.3% | +106.0% | +69.7% |
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