-33.4%
GLXY vs FDS
-27.6%
-5.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -5.1% |
| 7D | +16.9% | -2.6% | +19.5% | +16.5% |
| 30D | -23.0% | +14.1% | -37.0% | -22.3% |
| 3M | -28.0% | +19.8% | -47.8% | -26.9% |
| 6M | -51.6% | +55.0% | -106.6% | -52.3% |
| YTD | -32.1% | +15.9% | -48.0% | -30.4% |
| 1Y | -51.5% | +24.2% | -75.6% | -50.8% |
| All | -33.4% | -27.6% | -5.8% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling