-40.1%
GLXY vs FFIV
+9.6%
-49.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.4% |
| 7D | -14.6% | -8.1% | -6.5% | -10.7% |
| 30D | -36.2% | -33.4% | -2.8% | -24.0% |
| 3M | -30.1% | -24.7% | -5.3% | -23.8% |
| 6M | -56.1% | -8.8% | -47.3% | -58.1% |
| YTD | -38.9% | +21.8% | -60.7% | -53.6% |
| 1Y | -55.0% | +25.3% | -80.3% | -66.4% |
| All | -40.1% | +9.6% | -49.7% | -49.5% |
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