-36.4%
GLXY vs FGI
+163.2%
-199.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +6.2% |
| 7D | -0.5% | -1.4% | +0.8% | -0.5% |
| 30D | -28.6% | -3.2% | -25.4% | -28.5% |
| 3M | -28.1% | +64.1% | -92.2% | -31.0% |
| 6M | -52.0% | +17.2% | -69.2% | -53.5% |
| YTD | -35.1% | +31.6% | -66.7% | -39.1% |
| 1Y | -54.0% | +45.1% | -99.1% | -57.2% |
| All | -36.4% | +163.2% | -199.5% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling