-55.2%
GLXY vs AFL
+18.6%
-73.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.0% | -18.0% | -15.3% |
| 7D | -26.8% | +2.9% | -29.7% | -22.9% |
| 30D | -38.3% | +11.5% | -49.8% | -25.7% |
| 3M | -36.9% | +0.6% | -37.5% | -34.5% |
| 6M | -52.1% | +11.7% | -63.8% | -42.3% |
| YTD | -37.5% | +15.4% | -52.9% | -23.4% |
| 1Y | -55.2% | +17.6% | -72.7% | -44.2% |
| All | -55.2% | +18.6% | -73.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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