-38.1%
GLXY vs FLR
+30.2%
-68.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -16.2% | +5.1% | -21.3% | -18.6% |
| 30D | -30.6% | -0.5% | -30.1% | -29.9% |
| 3M | -27.7% | -3.5% | -24.3% | -25.9% |
| 6M | -53.3% | +16.5% | -69.8% | -56.0% |
| YTD | -36.9% | +27.3% | -64.2% | -43.9% |
| 1Y | -55.6% | +10.6% | -66.3% | -58.0% |
| All | -38.1% | +30.2% | -68.3% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling