-83.7%
FIG vs GLXY
-52.7%
-31.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.6% |
| 7D | -13.1% | -14.6% | +1.5% | -12.5% |
| 30D | -13.0% | -36.2% | +23.2% | -10.3% |
| 3M | -21.5% | -30.1% | +8.6% | -20.3% |
| 6M | -2.5% | -56.1% | +53.6% | +3.9% |
| YTD | -49.7% | -38.9% | -10.8% | -52.7% |
| 1Y | -59.1% | -55.0% | -4.1% | -57.7% |
| All | -83.7% | -52.7% | -31.0% | -83.7% |
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 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