+10.3%
GLXY vs FDS
-39.1%
+49.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.4% | -3.6% | -7.2% |
| 7D | +4.5% | -8.8% | +13.3% | +4.0% |
| 30D | +28.8% | -1.4% | +30.2% | +29.0% |
| 3M | -23.0% | +13.9% | -36.9% | -23.3% |
| 6M | +17.0% | +27.4% | -10.4% | +13.8% |
| YTD | +12.5% | -2.5% | +14.9% | +13.8% |
| 1Y | -5.4% | -23.8% | +18.4% | +3.0% |
| All | +10.3% | -39.1% | +49.4% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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