+15.5%
GLXY vs RJF
+18.4%
-3.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | +0.5% |
| 7D | +13.4% | -0.6% | +14.0% | +14.1% |
| 30D | +38.1% | -1.3% | +39.4% | +38.9% |
| 3M | -7.3% | +18.9% | -26.2% | -21.7% |
| 6M | +8.2% | +15.0% | -6.9% | -5.7% |
| YTD | +17.8% | +12.2% | +5.5% | +4.2% |
| 1Y | +14.9% | +5.6% | +9.3% | +4.9% |
| All | +15.5% | +18.4% | -3.0% | -4.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling