+48.1%
FANG vs GLXY
+7.0%
+41.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.5% |
| 7D | -0.4% | +4.5% | -4.9% | -0.4% |
| 30D | +2.4% | +28.8% | -26.4% | +2.3% |
| 3M | +4.9% | -23.0% | +27.9% | +5.3% |
| 6M | +12.0% | +17.0% | -5.0% | +11.7% |
| YTD | +37.1% | +12.5% | +24.6% | +36.3% |
| 1Y | +52.3% | -5.4% | +57.6% | +53.1% |
| All | +48.1% | +7.0% | +41.1% | +49.9% |
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