+18.6%
GLXY vs EFX
-36.8%
+55.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.1% | +5.8% | +2.8% |
| 7D | +15.5% | -7.8% | +23.3% | +15.6% |
| 30D | +34.1% | -5.7% | +39.8% | +34.2% |
| 3M | -11.3% | +2.5% | -13.9% | -12.6% |
| 6M | +31.6% | -16.7% | +48.3% | +39.2% |
| YTD | +21.0% | -20.2% | +41.2% | +30.4% |
| 1Y | +11.7% | -31.4% | +43.1% | +25.0% |
| All | +18.6% | -36.8% | +55.5% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling