-55.2%
GLXY vs FIVE
+63.3%
-118.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.7% | -23.7% | -19.1% |
| 7D | -26.8% | +7.5% | -34.3% | -28.9% |
| 30D | -38.3% | +16.7% | -55.0% | -42.0% |
| 3M | -36.9% | +13.4% | -50.3% | -40.4% |
| 6M | -52.1% | +9.0% | -61.2% | -53.8% |
| YTD | -37.5% | +33.8% | -71.3% | -49.9% |
| 1Y | -55.2% | +61.2% | -116.3% | -70.7% |
| All | -55.2% | +63.3% | -118.4% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling