+63.3%
TPR vs GLXY
-38.8%
+102.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.1% |
| 7D | -0.3% | +5.3% | -5.6% | -0.6% |
| 30D | +15.1% | -19.8% | +34.9% | +15.9% |
| 3M | +3.5% | -31.4% | +34.9% | +4.7% |
| 6M | +0.4% | -53.3% | +53.8% | +4.1% |
| YTD | +4.6% | -35.7% | +40.3% | +4.0% |
| 1Y | +33.1% | -47.2% | +80.3% | +34.4% |
| All | +63.3% | -38.8% | +102.1% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling