+23.0%
F vs GLXY
-38.3%
+61.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.3% |
| 7D | -0.6% | -0.5% | -0.1% | -0.9% |
| 30D | +2.9% | -28.6% | +31.5% | +4.5% |
| 3M | -9.5% | -28.1% | +18.6% | -8.3% |
| 6M | +4.0% | -52.0% | +56.0% | +8.2% |
| YTD | -1.3% | -35.1% | +33.8% | -0.3% |
| 1Y | -1.9% | -54.0% | +52.1% | +0.5% |
| All | +23.0% | -38.3% | +61.2% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling