+15.5%
GLXY vs FIVE
+139.8%
-124.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -2.4% |
| 7D | +13.4% | +4.3% | +9.2% | +11.7% |
| 30D | +38.1% | +12.5% | +25.6% | +31.5% |
| 3M | -7.3% | +31.2% | -38.6% | -16.7% |
| 6M | +8.2% | +14.4% | -6.2% | +2.0% |
| YTD | +17.8% | +33.9% | -16.1% | +3.7% |
| 1Y | +14.9% | +65.1% | -50.1% | -6.4% |
| All | +15.5% | +139.8% | -124.3% | -7.0% |
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