-55.6%
GLXY vs FFIV
+28.6%
-84.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.7% |
| 7D | -16.2% | -4.2% | -12.0% | -14.4% |
| 30D | -30.6% | -33.9% | +3.3% | -18.2% |
| 3M | -27.7% | -22.6% | -5.1% | -23.6% |
| 6M | -53.3% | -10.4% | -43.0% | -55.7% |
| YTD | -36.9% | +24.3% | -61.2% | -56.4% |
| 1Y | -55.6% | +31.8% | -87.4% | -71.6% |
| All | -55.6% | +28.6% | -84.2% | -71.6% |
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