-48.0%
GLXY vs FFIV
+32.9%
-81.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.9% | +12.3% | +12.8% |
| 7D | +14.3% | -2.9% | +17.3% | +16.1% |
| 30D | -19.6% | -32.4% | +12.8% | -6.6% |
| 3M | -20.7% | -22.7% | +2.0% | -15.9% |
| 6M | -49.6% | -10.7% | -38.9% | -51.8% |
| YTD | -28.6% | +25.4% | -53.9% | -50.6% |
| 1Y | -48.0% | +34.2% | -82.2% | -67.0% |
| All | -48.0% | +32.9% | -81.0% | -67.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling