-33.4%
GLXY vs FGI
+195.4%
-228.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.2% | -11.1% | -5.1% |
| 7D | +16.9% | +13.5% | +3.4% | +16.5% |
| 30D | -23.0% | +17.1% | -40.1% | -23.3% |
| 3M | -28.0% | +78.0% | -106.0% | -31.1% |
| 6M | -51.6% | +46.4% | -98.1% | -53.5% |
| YTD | -32.1% | +47.7% | -79.8% | -36.5% |
| 1Y | -51.5% | +56.8% | -108.3% | -54.9% |
| All | -33.4% | +195.4% | -228.9% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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