-40.1%
GLXY vs RBA
-11.5%
-28.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.6% | +5.8% |
| 7D | -14.6% | +4.3% | -18.9% | -16.5% |
| 30D | -36.2% | +16.3% | -52.5% | -41.1% |
| 3M | -30.1% | +1.3% | -31.4% | -30.6% |
| 6M | -56.1% | -11.1% | -45.0% | -53.6% |
| YTD | -38.9% | -8.5% | -30.4% | -38.7% |
| 1Y | -55.0% | -2.1% | -52.9% | -57.3% |
| All | -40.1% | -11.5% | -28.6% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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