-59.7%
FICO vs GLXY
-51.0%
-8.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.9% | +3.4% | -1.8% |
| 7D | +1.4% | +16.9% | -15.5% | +2.2% |
| 30D | -0.8% | -23.0% | +22.2% | -1.3% |
| 3M | -31.3% | -28.0% | -3.3% | -31.7% |
| 6M | -33.9% | -51.6% | +17.7% | -33.3% |
| YTD | -57.6% | -32.1% | -25.5% | -57.5% |
| 1Y | -59.7% | -51.5% | -8.2% | -59.5% |
| All | -59.7% | -51.0% | -8.6% | -59.5% |
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