-2.3%
FERG vs GLXY
+8.0%
-10.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +3.0% | +2.4% |
| 7D | 0.0% | +13.4% | -13.5% | -0.9% |
| 30D | -10.2% | +38.1% | -48.3% | -12.3% |
| 3M | -0.6% | -7.3% | +6.7% | -0.3% |
| 6M | -6.5% | +8.2% | -14.7% | -8.2% |
| YTD | +4.2% | +17.8% | -13.6% | +0.6% |
| 1Y | -2.3% | +14.9% | -17.2% | +2.1% |
| All | -2.3% | +8.0% | -10.3% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling