-38.1%
GLXY vs FTV
+25.0%
-63.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -2.9% |
| 7D | -16.2% | +1.4% | -17.5% | -16.3% |
| 30D | -30.6% | +18.3% | -48.9% | -32.3% |
| 3M | -27.7% | +9.8% | -37.5% | -29.0% |
| 6M | -53.3% | +12.3% | -65.7% | -53.9% |
| YTD | -36.9% | +23.1% | -60.0% | -37.8% |
| 1Y | -55.6% | +32.5% | -88.1% | -57.3% |
| All | -38.1% | +25.0% | -63.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling