-36.4%
GLXY vs FFIV
+12.1%
-48.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.1% |
| 7D | -0.5% | -2.1% | +1.5% | +0.8% |
| 30D | -28.6% | -33.8% | +5.2% | -14.4% |
| 3M | -28.1% | -20.6% | -7.5% | -24.0% |
| 6M | -52.0% | -10.2% | -41.8% | -53.4% |
| YTD | -35.1% | +24.5% | -59.6% | -51.2% |
| 1Y | -54.0% | +29.3% | -83.3% | -66.2% |
| All | -36.4% | +12.1% | -48.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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