+10.3%
GLXY vs EFX
-38.1%
+48.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.1% | -5.0% | -7.0% |
| 7D | +4.5% | -9.4% | +13.9% | +4.8% |
| 30D | +28.8% | -6.9% | +35.7% | +28.9% |
| 3M | -23.0% | +0.1% | -23.2% | -24.1% |
| 6M | +17.0% | -17.3% | +34.3% | +23.2% |
| YTD | +12.5% | -21.8% | +34.3% | +21.3% |
| 1Y | -5.4% | -32.5% | +27.2% | +5.9% |
| All | +10.3% | -38.1% | +48.4% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling