+15.5%
GLXY vs GFI
+142.9%
-127.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.2% |
| 7D | +13.4% | +3.1% | +10.3% | +12.6% |
| 30D | +38.1% | +27.1% | +11.0% | +30.3% |
| 3M | -7.3% | +21.2% | -28.5% | -12.2% |
| 6M | +8.2% | -4.5% | +12.7% | +6.9% |
| YTD | +17.8% | +11.7% | +6.0% | +14.8% |
| 1Y | +14.9% | +46.0% | -31.1% | +13.2% |
| All | +15.5% | +142.9% | -127.4% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling