+87.9%
FLEX vs GLXY
-32.0%
+120.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +13.2% | -9.4% | 0.0% |
| 7D | +2.2% | +14.3% | -12.1% | -1.4% |
| 30D | -32.6% | -19.6% | -13.0% | -28.9% |
| 3M | -35.5% | -20.7% | -14.8% | -32.1% |
| 6M | -45.6% | -49.6% | +4.0% | -38.0% |
| YTD | +30.7% | -28.6% | +59.3% | +36.3% |
| 1Y | +28.4% | -48.0% | +76.4% | +38.9% |
| All | +87.9% | -32.0% | +120.0% | +100.4% |
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