-30.0%
GLXY vs RJF
+11.4%
-41.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.8% | +13.5% |
| 7D | +14.3% | -0.9% | +15.2% | +15.0% |
| 30D | -19.6% | +5.3% | -25.0% | -22.8% |
| 3M | -20.7% | -6.8% | -13.8% | -16.7% |
| 6M | -49.6% | +11.4% | -61.0% | -55.5% |
| YTD | -28.6% | +5.5% | -34.1% | -34.0% |
| 1Y | -48.0% | +3.7% | -51.7% | -50.9% |
| All | -30.0% | +11.4% | -41.4% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling