+11.7%
GLXY vs FDS
-20.8%
+32.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.3% | +7.0% | +2.4% |
| 7D | +15.5% | -5.4% | +20.8% | +14.9% |
| 30D | +34.1% | +1.6% | +32.5% | +34.5% |
| 3M | -11.3% | +17.7% | -29.1% | -11.1% |
| 6M | +31.6% | +29.1% | +2.5% | +30.2% |
| YTD | +21.0% | +1.0% | +20.0% | +22.0% |
| 1Y | +11.7% | -21.6% | +33.3% | +25.9% |
| All | +11.7% | -20.8% | +32.5% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling