+5.8%
GLXY vs FLR
+38.2%
-32.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -2.7% |
| 7D | -8.9% | -6.9% | -2.1% | -5.1% |
| 30D | +19.9% | +1.1% | +18.7% | +19.1% |
| 3M | -20.0% | +14.3% | -34.3% | -25.3% |
| 6M | +10.5% | +19.1% | -8.6% | -0.3% |
| YTD | +7.9% | +35.1% | -27.2% | -7.7% |
| 1Y | -7.5% | +29.5% | -36.9% | -16.3% |
| All | +5.8% | +38.2% | -32.4% | +4.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling