-55.2%
GLXY vs USFD
+49.6%
-104.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +8.5% | -25.4% | -18.0% |
| 7D | -26.8% | +7.8% | -34.7% | -28.0% |
| 30D | -38.3% | +16.2% | -54.5% | -41.3% |
| 3M | -36.9% | +11.0% | -47.9% | -38.9% |
| 6M | -52.1% | +20.7% | -72.8% | -56.8% |
| YTD | -37.5% | +46.0% | -83.5% | -54.9% |
| 1Y | -55.2% | +49.8% | -105.0% | -68.3% |
| All | -55.2% | +49.6% | -104.8% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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