+15.5%
GLXY vs FGI
+160.0%
-144.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.9% |
| 7D | +13.4% | +0.5% | +12.9% | +13.4% |
| 30D | +38.1% | +65.4% | -27.3% | +32.6% |
| 3M | -7.3% | +23.5% | -30.8% | -10.0% |
| 6M | +8.2% | +60.5% | -52.4% | +0.2% |
| YTD | +17.8% | +30.0% | -12.2% | +10.8% |
| 1Y | +14.9% | +82.1% | -67.1% | +3.8% |
| All | +15.5% | +160.0% | -144.5% | +4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling