+10.3%
GLXY vs USFR
+5.3%
+5.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | 0.0% | -7.0% | -7.0% |
| 7D | +4.5% | +0.1% | +4.5% | +7.9% |
| 30D | +28.8% | +0.3% | +28.6% | +49.9% |
| 3M | -23.0% | +1.0% | -24.0% | +38.2% |
| 6M | +17.0% | +1.9% | +15.1% | +258.6% |
| YTD | +12.5% | +2.7% | +9.8% | +385.6% |
| 1Y | -5.4% | +4.0% | -9.4% | +723.8% |
| All | +10.3% | +5.3% | +5.0% | +1,383.6% |
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