-38.1%
GLXY vs EFX
-30.7%
-7.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.8% |
| 7D | -16.2% | +0.3% | -16.4% | -16.1% |
| 30D | -30.6% | +29.1% | -59.7% | -31.0% |
| 3M | -27.7% | +4.3% | -32.0% | -27.6% |
| 6M | -53.3% | +7.7% | -61.1% | -53.5% |
| YTD | -36.9% | -12.5% | -24.4% | -31.9% |
| 1Y | -55.6% | -8.8% | -46.8% | -52.7% |
| All | -38.1% | -30.7% | -7.4% | -29.0% |
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 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