+18.6%
GLXY vs RJF
+17.3%
+1.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.5% |
| 7D | +15.5% | +1.8% | +13.7% | +14.1% |
| 30D | +34.1% | 0.0% | +34.1% | +33.5% |
| 3M | -11.3% | +18.0% | -29.3% | -24.5% |
| 6M | +31.6% | +17.0% | +14.6% | +12.0% |
| YTD | +21.0% | +11.1% | +9.9% | +7.8% |
| 1Y | +11.7% | +8.0% | +3.7% | +0.7% |
| All | +18.6% | +17.3% | +1.4% | -0.7% |
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 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