-33.4%
GLXY vs FFIV
+12.0%
-45.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.6% |
| 7D | +16.9% | +1.9% | +15.1% | +16.0% |
| 30D | -23.0% | -33.3% | +10.3% | -8.0% |
| 3M | -28.0% | -24.9% | -3.1% | -20.8% |
| 6M | -51.6% | -10.5% | -41.1% | -52.9% |
| YTD | -32.1% | +24.4% | -56.5% | -48.9% |
| 1Y | -51.5% | +32.3% | -83.7% | -64.8% |
| All | -33.4% | +12.0% | -45.5% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling