-30.0%
GLXY vs EFX
-30.6%
+0.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.1% | +13.1% | +13.2% |
| 7D | +14.3% | -2.0% | +16.3% | +14.1% |
| 30D | -19.6% | +27.9% | -47.5% | -20.1% |
| 3M | -20.7% | +3.8% | -24.5% | -20.6% |
| 6M | -49.6% | +13.0% | -62.6% | -50.5% |
| YTD | -28.6% | -12.4% | -16.2% | -22.9% |
| 1Y | -48.0% | -10.4% | -37.7% | -44.3% |
| All | -30.0% | -30.6% | +0.7% | -19.6% |
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