-47.2%
GLXY vs FIVE
+62.4%
-109.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -23.1% |
| 3M | -31.4% | +2.1% | -33.4% | -32.0% |
| 6M | -53.3% | +17.5% | -70.8% | -56.6% |
| YTD | -35.7% | +31.0% | -66.7% | -45.5% |
| 1Y | -47.2% | +67.7% | -115.0% | -58.7% |
| All | -47.2% | +62.4% | -109.7% | -58.7% |
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