+42.1%
FERG vs GLXY
-38.8%
+80.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.9% |
| 7D | +9.7% | +5.3% | +4.5% | +9.4% |
| 30D | +15.0% | -19.8% | +34.8% | +15.9% |
| 3M | +3.8% | -31.4% | +35.1% | +5.3% |
| 6M | +10.6% | -53.3% | +63.9% | +14.8% |
| YTD | +17.0% | -35.7% | +52.7% | +17.1% |
| 1Y | +7.1% | -47.2% | +54.3% | +8.1% |
| All | +42.1% | -38.8% | +80.9% | +44.4% |
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