-55.2%
GLXY vs USFR
+4.1%
-59.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | 0.0% | -17.0% | -17.0% |
| 7D | -26.8% | +0.1% | -26.9% | -23.1% |
| 30D | -38.3% | +0.4% | -38.7% | -26.1% |
| 3M | -36.9% | +1.1% | -38.0% | +8.2% |
| 6M | -52.1% | +2.0% | -54.1% | +48.3% |
| YTD | -37.5% | +3.4% | -40.9% | +243.8% |
| 1Y | -55.2% | +4.1% | -59.3% | +196.7% |
| All | -55.2% | +4.1% | -59.3% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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