-55.2%
GLXY vs RJF
+7.8%
-63.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.3% | -21.3% | -19.4% |
| 7D | -26.8% | +7.2% | -34.0% | -30.3% |
| 30D | -38.3% | +4.9% | -43.2% | -40.4% |
| 3M | -36.9% | -5.5% | -31.4% | -34.2% |
| 6M | -52.1% | +8.0% | -60.1% | -56.3% |
| YTD | -37.5% | +6.2% | -43.7% | -46.4% |
| 1Y | -55.2% | +7.8% | -63.0% | -62.7% |
| All | -55.2% | +7.8% | -63.0% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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