-1.9%
GFS vs GLXY
-41.9%
+39.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +5.0% |
| 7D | -7.8% | -14.6% | +6.8% | -4.9% |
| 30D | -19.7% | -36.2% | +16.5% | -12.4% |
| 3M | -23.1% | -30.1% | +7.0% | -18.4% |
| 6M | -46.4% | -56.1% | +9.7% | -38.4% |
| YTD | +11.0% | -38.9% | +49.9% | +19.1% |
| 1Y | +12.6% | -55.0% | +67.7% | +24.5% |
| All | -1.9% | -41.9% | +39.9% | +6.6% |
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 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