+8.2%
GLXY vs RCAT
-44.6%
+52.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | 0.0% |
| 7D | +13.4% | -1.4% | +14.9% | +14.0% |
| 30D | +38.1% | -3.3% | +41.5% | +38.7% |
| 3M | -7.3% | -43.2% | +35.9% | +1.8% |
| 6M | +8.2% | -43.2% | +51.4% | +16.8% |
| All | +8.2% | -44.6% | +52.7% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 6mo: compounded portfolio wealth divided by compounded RCAT 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…
6mo analysis · Full analysis span regression · 6 months rolling