-67.9%
FICO vs GLXY
-44.8%
-23.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +0.7% |
| 7D | -0.3% | -28.4% | +28.2% | -0.9% |
| 30D | +1.7% | -41.4% | +43.1% | +1.0% |
| 3M | -35.2% | -31.9% | -3.3% | -35.4% |
| 6M | -33.7% | -57.2% | +23.5% | -33.2% |
| YTD | -58.2% | -41.9% | -16.2% | -58.6% |
| 1Y | -56.6% | -58.7% | +2.1% | -56.5% |
| All | -67.9% | -44.8% | -23.1% | -68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling