+36.1%
TPR vs GLXY
-58.3%
+94.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.3% | -1.2% |
| 7D | +14.2% | -14.6% | +28.8% | +14.6% |
| 30D | +17.1% | -36.2% | +53.3% | +19.0% |
| 3M | -17.7% | -30.1% | +12.4% | -17.3% |
| 6M | -10.2% | -56.1% | +45.9% | -6.7% |
| YTD | +4.9% | -38.9% | +43.8% | +3.9% |
| 1Y | +36.1% | -55.0% | +91.2% | +41.1% |
| All | +36.1% | -58.3% | +94.4% | +41.1% |
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