+15.5%
FE vs GLXY
-41.9%
+57.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.7% | -0.4% |
| 7D | 0.0% | -14.6% | +14.6% | -0.1% |
| 30D | +5.2% | -36.2% | +41.4% | +5.0% |
| 3M | 0.0% | -30.1% | +30.1% | -0.1% |
| 6M | +5.0% | -56.1% | +61.1% | +4.8% |
| YTD | +7.9% | -38.9% | +46.8% | +7.7% |
| 1Y | +6.3% | -55.0% | +61.4% | +6.1% |
| All | +15.5% | -41.9% | +57.3% | +14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling