-38.1%
GLXY vs USFR
+6.1%
-44.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -0.8% |
| 7D | -16.2% | +0.1% | -16.2% | -12.8% |
| 30D | -30.6% | +0.4% | -31.0% | -15.2% |
| 3M | -27.7% | +1.1% | -28.8% | +23.8% |
| 6M | -53.3% | +2.1% | -55.4% | +43.9% |
| YTD | -36.9% | +3.4% | -40.3% | +301.4% |
| 1Y | -55.6% | +4.1% | -59.7% | +288.2% |
| All | -38.1% | +6.1% | -44.2% | +1,125.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling