-67.1%
FICO vs GLXY
-38.3%
-28.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.2% | -3.5% | +2.9% |
| 7D | -0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +8.4% | -28.6% | +37.0% | +8.1% |
| 3M | -30.5% | -28.1% | -2.4% | -30.6% |
| 6M | -35.7% | -52.0% | +16.3% | -35.1% |
| YTD | -57.2% | -35.1% | -22.1% | -57.6% |
| 1Y | -58.4% | -54.0% | -4.4% | -58.2% |
| All | -67.1% | -38.3% | -28.9% | -67.6% |
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