+150.2%
FTI vs GLXY
+7.0%
+143.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.6% | -0.3% |
| 7D | -2.3% | +4.5% | -6.9% | -2.5% |
| 30D | +5.0% | +28.8% | -23.8% | +4.3% |
| 3M | +13.8% | -23.0% | +36.9% | +14.8% |
| 6M | +22.9% | +17.0% | +5.9% | +21.6% |
| YTD | +75.0% | +12.5% | +62.5% | +72.5% |
| 1Y | +96.9% | -5.4% | +102.3% | +94.1% |
| All | +150.2% | +7.0% | +143.1% | +154.2% |
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