-55.2%
GLXY vs FLR
+2.5%
-57.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -0.8% | -16.2% | -16.3% |
| 7D | -26.8% | +1.4% | -28.2% | -27.2% |
| 30D | -38.3% | -5.9% | -32.4% | -34.6% |
| 3M | -36.9% | -7.6% | -29.3% | -33.3% |
| 6M | -52.1% | -9.3% | -42.8% | -48.8% |
| YTD | -37.5% | +20.1% | -57.7% | -54.1% |
| 1Y | -55.2% | +3.0% | -58.2% | -57.7% |
| All | -55.2% | +2.5% | -57.7% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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