+50.6%
TPR vs GLXY
+12.0%
+38.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -2.3% | +13.4% | -15.7% | -3.2% |
| 30D | -23.0% | +38.1% | -61.1% | -25.0% |
| 3M | -12.5% | -7.3% | -5.1% | -12.5% |
| 6M | -21.4% | +8.2% | -29.6% | -23.0% |
| YTD | -3.5% | +17.8% | -21.3% | -7.0% |
| 1Y | +17.4% | +14.9% | +2.4% | +15.7% |
| All | +50.6% | +12.0% | +38.6% | +47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling