-36.9%
GLXY vs EFX
-30.8%
-6.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.2% |
| 7D | +5.3% | -0.8% | +6.0% | +5.2% |
| 30D | -19.8% | +25.1% | -44.9% | -20.2% |
| 3M | -31.4% | +1.7% | -33.0% | -31.2% |
| 6M | -53.3% | +18.4% | -71.7% | -55.0% |
| YTD | -35.7% | -12.5% | -23.2% | -30.6% |
| 1Y | -47.2% | -8.1% | -39.1% | -43.9% |
| All | -36.9% | -30.8% | -6.2% | -27.6% |
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