-5.4%
GLXY vs FFIV
+26.5%
-31.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.9% | -10.9% | -9.7% |
| 7D | +4.5% | +3.5% | +1.1% | +1.8% |
| 30D | +28.8% | -1.3% | +30.1% | +29.8% |
| 3M | -23.0% | +2.4% | -25.4% | -24.3% |
| 6M | +17.0% | +41.8% | -24.8% | -11.7% |
| YTD | +12.5% | +58.5% | -46.0% | -22.1% |
| 1Y | -5.4% | +24.3% | -29.7% | -20.8% |
| All | -5.4% | +26.5% | -31.9% | -20.8% |
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