-38.1%
GLXY vs FIVE
+141.0%
-179.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.7% | -2.7% |
| 7D | -16.2% | +7.3% | -23.5% | -18.3% |
| 30D | -30.6% | +18.1% | -48.7% | -34.7% |
| 3M | -27.7% | +7.7% | -35.4% | -30.0% |
| 6M | -53.3% | +13.6% | -66.9% | -56.0% |
| YTD | -36.9% | +34.6% | -71.5% | -44.5% |
| 1Y | -55.6% | +66.2% | -121.9% | -63.9% |
| All | -38.1% | +141.0% | -179.1% | -50.2% |
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