+5.8%
GLXY vs EFX
-38.1%
+44.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -8.9% | -11.1% | +2.2% | -8.7% |
| 30D | +19.9% | -7.4% | +27.3% | +20.0% |
| 3M | -20.0% | +1.5% | -21.5% | -21.4% |
| 6M | +10.5% | -13.7% | +24.2% | +14.6% |
| YTD | +7.9% | -21.9% | +29.8% | +16.4% |
| 1Y | -7.5% | -30.8% | +23.3% | +3.1% |
| All | +5.8% | -38.1% | +44.0% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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