-38.6%
FICO vs GLXY
+8.0%
-46.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.6% | -16.0% | -16.7% |
| 7D | -19.2% | +13.4% | -32.6% | -19.0% |
| 30D | -14.6% | +38.1% | -52.7% | -14.0% |
| 3M | -20.1% | -7.3% | -12.8% | -18.7% |
| 6M | -36.3% | +8.2% | -44.5% | -36.2% |
| YTD | -44.9% | +17.8% | -62.6% | -45.1% |
| 1Y | -38.6% | +14.9% | -53.6% | -42.2% |
| All | -38.6% | +8.0% | -46.7% | -42.2% |
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