-40.1%
GLXY vs FGI
+158.2%
-198.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.3% |
| 7D | -14.6% | -7.0% | -7.7% | -14.4% |
| 30D | -36.2% | -4.2% | -31.9% | -36.1% |
| 3M | -30.1% | +55.6% | -85.7% | -32.8% |
| 6M | -56.1% | -3.2% | -52.9% | -57.1% |
| YTD | -38.9% | +29.1% | -68.0% | -42.6% |
| 1Y | -55.0% | +51.0% | -106.0% | -58.2% |
| All | -40.1% | +158.2% | -198.3% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling