-55.2%
GLXY vs RIO
+29.3%
-84.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +3.6% | -20.6% | -20.6% |
| 7D | -26.8% | -1.6% | -25.2% | -26.0% |
| 30D | -38.3% | -11.6% | -26.7% | -29.9% |
| 3M | -36.9% | -12.7% | -24.2% | -27.7% |
| 6M | -52.1% | -12.4% | -39.7% | -45.4% |
| YTD | -37.5% | +11.0% | -48.5% | -49.6% |
| 1Y | -55.2% | +30.8% | -86.0% | -75.8% |
| All | -55.2% | +29.3% | -84.5% | -75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling