+15.7%
FE vs GLXY
-32.0%
+47.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.2% | -13.1% | +0.2% |
| 7D | -0.4% | +14.3% | -14.7% | -0.3% |
| 30D | +3.6% | -19.6% | +23.2% | +3.5% |
| 3M | +0.3% | -20.7% | +21.0% | +0.4% |
| 6M | +6.4% | -49.6% | +56.0% | +6.4% |
| YTD | +8.1% | -28.6% | +36.7% | +8.1% |
| 1Y | +4.6% | -48.0% | +52.6% | +4.5% |
| All | +15.7% | -32.0% | +47.8% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling