-33.4%
GLXY vs FLR
+27.8%
-61.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.8% | -3.6% |
| 7D | +16.9% | +10.1% | +6.9% | +10.2% |
| 30D | -23.0% | -0.5% | -22.5% | -22.0% |
| 3M | -28.0% | -4.8% | -23.2% | -25.4% |
| 6M | -51.6% | +10.7% | -62.3% | -53.1% |
| YTD | -32.1% | +25.0% | -57.1% | -38.9% |
| 1Y | -51.5% | +8.3% | -59.7% | -53.4% |
| All | -33.4% | +27.8% | -61.2% | -30.6% |
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