-22.6%
FPS vs GLXY
-26.8%
+4.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -17.0% | -0.3% | -8.7% |
| 7D | -23.3% | -26.8% | +3.5% | -10.3% |
| 30D | -42.4% | -38.3% | -4.1% | -27.6% |
| 3M | -43.0% | -36.9% | -6.1% | -31.0% |
| 6M | -44.5% | -52.1% | +7.6% | -24.6% |
| All | -22.6% | -26.8% | +4.2% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling