-47.2%
GLXY vs RIO
+21.8%
-69.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.9% |
| 7D | +5.3% | -0.9% | +6.2% | +6.6% |
| 30D | -19.8% | -9.1% | -10.7% | -11.4% |
| 3M | -31.4% | -13.7% | -17.7% | -19.5% |
| 6M | -53.3% | -24.3% | -29.0% | -37.6% |
| YTD | -35.7% | +8.9% | -44.6% | -46.0% |
| 1Y | -47.2% | +22.7% | -69.9% | -67.8% |
| All | -47.2% | +21.8% | -69.0% | -67.8% |
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