+22.2%
F vs GLXY
-41.9%
+64.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.2% | -6.0% | -1.0% |
| 7D | +1.6% | -14.6% | +16.2% | +2.1% |
| 30D | +2.6% | -36.2% | +38.8% | +4.9% |
| 3M | -8.8% | -30.1% | +21.3% | -7.5% |
| 6M | +4.6% | -56.1% | +60.7% | +9.3% |
| YTD | -1.9% | -38.9% | +37.0% | -0.7% |
| 1Y | -0.8% | -55.0% | +54.3% | +1.9% |
| All | +22.2% | -41.9% | +64.0% | +25.8% |
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