+15.5%
GLXY vs FFIV
+37.7%
-22.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +13.4% | -1.0% | +14.4% | +14.4% |
| 30D | +38.1% | -5.1% | +43.2% | +43.0% |
| 3M | -7.3% | -4.5% | -2.9% | -3.9% |
| 6M | +8.2% | +36.5% | -28.3% | -15.0% |
| YTD | +17.8% | +53.0% | -35.2% | -14.8% |
| 1Y | +14.9% | +24.2% | -9.3% | -4.9% |
| All | +15.5% | +37.7% | -22.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling