+10.3%
GLXY vs FLR
+41.5%
-31.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.2% | -3.9% | -5.2% |
| 7D | +4.5% | -3.1% | +7.7% | +6.6% |
| 30D | +28.8% | +4.9% | +23.9% | +25.4% |
| 3M | -23.0% | +10.8% | -33.9% | -27.1% |
| 6M | +17.0% | +19.7% | -2.7% | +5.1% |
| YTD | +12.5% | +38.4% | -25.9% | -5.1% |
| 1Y | -5.4% | +34.7% | -40.1% | -15.8% |
| All | +10.3% | +41.5% | -31.2% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling