-36.9%
GLXY vs FFIV
+9.0%
-46.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.6% | -3.9% |
| 7D | +5.3% | -0.5% | +5.8% | +5.8% |
| 30D | -19.8% | -32.4% | +12.6% | -5.6% |
| 3M | -31.4% | -25.7% | -5.7% | -24.3% |
| 6M | -53.3% | -13.5% | -39.8% | -53.7% |
| YTD | -35.7% | +21.1% | -56.8% | -50.9% |
| 1Y | -47.2% | +29.4% | -76.6% | -61.4% |
| All | -36.9% | +9.0% | -46.0% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling