-36.9%
GLXY vs FIVE
+134.5%
-171.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.2% | -5.1% | -5.2% |
| 7D | +5.3% | +2.7% | +2.6% | +4.4% |
| 30D | -19.8% | +12.7% | -32.5% | -23.3% |
| 3M | -31.4% | +2.1% | -33.4% | -32.2% |
| 6M | -53.3% | +17.5% | -70.8% | -56.7% |
| YTD | -35.7% | +31.0% | -66.7% | -43.0% |
| 1Y | -47.2% | +67.7% | -115.0% | -57.3% |
| All | -36.9% | +134.5% | -171.5% | -48.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling