-54.4%
GLXY vs FFIV
+28.8%
-83.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.2% |
| 7D | -0.5% | -2.1% | +1.5% | +0.7% |
| 30D | -28.6% | -33.8% | +5.2% | -16.0% |
| 3M | -28.1% | -20.6% | -7.5% | -25.5% |
| 6M | -52.0% | -10.2% | -41.8% | -54.4% |
| YTD | -35.1% | +24.5% | -59.6% | -55.2% |
| All | -54.4% | +28.8% | -83.2% | -70.8% |
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