-80.3%
FIG vs GLXY
-6.4%
-73.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.7% | -8.4% | -5.9% |
| 7D | -16.4% | +15.5% | -31.8% | -17.6% |
| 30D | -2.3% | +34.1% | -36.4% | -5.3% |
| 3M | +7.8% | -11.3% | +19.2% | +9.8% |
| 6M | -21.8% | +31.6% | -53.4% | -28.9% |
| YTD | -39.1% | +21.0% | -60.1% | -45.5% |
| 1Y | -56.6% | +11.7% | -68.3% | -56.6% |
| All | -80.3% | -6.4% | -73.9% | -81.2% |
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 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