-62.8%
FIS vs GLXY
-38.3%
-24.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +6.2% | -7.6% | -1.5% |
| 7D | -29.4% | -0.5% | -28.9% | -29.0% |
| 30D | -16.7% | -28.6% | +11.9% | -16.2% |
| 3M | -33.0% | -28.1% | -4.9% | -32.6% |
| 6M | -33.3% | -52.0% | +18.7% | -32.3% |
| YTD | -56.0% | -35.1% | -20.9% | -56.3% |
| 1Y | -54.6% | -54.0% | -0.6% | -54.2% |
| All | -62.8% | -38.3% | -24.5% | -63.6% |
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