-55.2%
GLXY vs PFGC
+12.5%
-67.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +13.5% | -30.5% | -17.8% |
| 7D | -26.8% | +13.9% | -40.7% | -28.2% |
| 30D | -38.3% | +18.4% | -56.7% | -40.7% |
| 3M | -36.9% | -2.5% | -34.4% | -34.1% |
| 6M | -52.1% | +26.0% | -78.1% | -59.1% |
| YTD | -37.5% | +21.9% | -59.4% | -44.9% |
| 1Y | -55.2% | +13.4% | -68.5% | -59.0% |
| All | -55.2% | +12.5% | -67.7% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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