+25.2%
GFS vs GLXY
-51.0%
+76.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.9% | +4.4% | +0.8% |
| 7D | +17.2% | +16.9% | +0.3% | +12.2% |
| 30D | -8.7% | -23.0% | +14.2% | -3.6% |
| 3M | -19.7% | -28.0% | +8.3% | -14.8% |
| 6M | -40.7% | -51.6% | +10.9% | -31.6% |
| YTD | +22.5% | -32.1% | +54.6% | +27.9% |
| 1Y | +25.2% | -51.5% | +76.7% | +37.4% |
| All | +25.2% | -51.0% | +76.3% | +37.4% |
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 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