+18.0%
TPR vs GLXY
+10.9%
+7.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -2.3% | +13.4% | -15.7% | -3.3% |
| 30D | -23.0% | +38.1% | -61.1% | -25.3% |
| 3M | -12.5% | -7.3% | -5.1% | -12.5% |
| 6M | -21.4% | +8.2% | -29.6% | -23.2% |
| YTD | -3.5% | +17.8% | -21.3% | -7.9% |
| All | +18.0% | +10.9% | +7.1% | +15.2% |
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