+23.7%
FERG vs GLXY
+7.0%
+16.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.7% | -0.9% |
| 7D | +0.9% | +4.5% | -3.6% | +0.6% |
| 30D | -15.1% | +28.8% | -43.9% | -16.5% |
| 3M | -4.8% | -23.0% | +18.2% | -3.5% |
| 6M | -2.5% | +17.0% | -19.5% | -4.4% |
| YTD | +1.8% | +12.5% | -10.7% | -0.8% |
| 1Y | -0.3% | -5.4% | +5.1% | -0.8% |
| All | +23.7% | +7.0% | +16.6% | +22.3% |
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 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