-7.5%
GLXY vs RJF
+6.3%
-13.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -3.2% |
| 7D | -8.9% | -4.2% | -4.8% | -5.8% |
| 30D | +19.9% | -3.6% | +23.5% | +23.1% |
| 3M | -20.0% | +15.6% | -35.6% | -31.6% |
| 6M | +10.5% | +17.6% | -7.1% | -8.5% |
| YTD | +7.9% | +9.2% | -1.3% | -4.8% |
| 1Y | -7.5% | +5.5% | -13.0% | -15.9% |
| All | -7.5% | +6.3% | -13.8% | -15.9% |
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