+15.5%
GLXY vs FDS
-34.1%
+49.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.8% |
| 7D | +13.4% | -1.9% | +15.3% | +13.3% |
| 30D | +38.1% | +9.0% | +29.1% | +39.0% |
| 3M | -7.3% | +18.9% | -26.2% | -6.9% |
| 6M | +8.2% | +35.1% | -27.0% | +6.4% |
| YTD | +17.8% | +5.5% | +12.3% | +19.7% |
| 1Y | +14.9% | -16.8% | +31.7% | +25.2% |
| All | +15.5% | -34.1% | +49.6% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling