-33.4%
GLXY vs USFR
+6.1%
-39.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -4.9% | -4.9% |
| 7D | +16.9% | +0.1% | +16.9% | +20.4% |
| 30D | -23.0% | +0.4% | -23.4% | -6.8% |
| 3M | -28.0% | +1.0% | -29.0% | +22.0% |
| 6M | -51.6% | +2.0% | -53.7% | +47.6% |
| YTD | -32.1% | +3.4% | -35.6% | +332.2% |
| 1Y | -51.5% | +4.1% | -55.5% | +325.1% |
| All | -33.4% | +6.1% | -39.5% | +1,221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling