+18.6%
GLXY vs FLR
+46.2%
-27.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.3% |
| 7D | +15.5% | +0.7% | +14.8% | +15.1% |
| 30D | +34.1% | -0.7% | +34.8% | +34.3% |
| 3M | -11.3% | +14.3% | -25.7% | -17.5% |
| 6M | +31.6% | +25.6% | +6.0% | +15.1% |
| YTD | +21.0% | +42.9% | -21.9% | +0.1% |
| 1Y | +11.7% | +38.7% | -27.1% | -2.5% |
| All | +18.6% | +46.2% | -27.5% | +13.8% |
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