-15.5%
GLXY vs GFI
+26.4%
-41.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -7.3% | -4.9% | -2.5% | -5.7% |
| 30D | +15.7% | +10.7% | +5.0% | +12.8% |
| 3M | -26.7% | +25.6% | -52.3% | -31.8% |
| 6M | +13.7% | -8.3% | +22.0% | +14.3% |
| YTD | +9.1% | +6.3% | +2.8% | +6.6% |
| 1Y | -15.5% | +22.1% | -37.6% | -17.8% |
| All | -15.5% | +26.4% | -41.9% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling