-40.1%
GLXY vs FIVE
+128.5%
-168.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.4% | +5.6% | +5.4% |
| 7D | -14.6% | -0.3% | -14.4% | -14.8% |
| 30D | -36.2% | +17.7% | -53.8% | -40.1% |
| 3M | -30.1% | +4.0% | -34.1% | -31.6% |
| 6M | -56.1% | +2.6% | -58.7% | -56.9% |
| YTD | -38.9% | +27.6% | -66.5% | -45.4% |
| 1Y | -55.0% | +59.9% | -115.0% | -62.9% |
| All | -40.1% | +128.5% | -168.6% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling