-67.3%
FICO vs GLXY
-38.8%
-28.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +0.3% |
| 7D | +2.2% | +5.3% | -3.1% | +2.4% |
| 30D | +0.1% | -19.8% | +19.9% | 0.0% |
| 3M | -35.2% | -31.4% | -3.8% | -35.3% |
| 6M | -32.4% | -53.3% | +21.0% | -31.7% |
| YTD | -57.4% | -35.7% | -21.7% | -57.8% |
| 1Y | -58.5% | -47.2% | -11.3% | -58.7% |
| All | -67.3% | -38.8% | -28.5% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling