-36.9%
GLXY vs RJF
+12.4%
-49.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.8% | -6.1% | -5.7% |
| 7D | +5.3% | +3.6% | +1.7% | +3.1% |
| 30D | -19.8% | +7.2% | -27.0% | -23.8% |
| 3M | -31.4% | -6.5% | -24.9% | -28.0% |
| 6M | -53.3% | +10.3% | -63.6% | -58.1% |
| YTD | -35.7% | +6.5% | -42.2% | -40.9% |
| 1Y | -47.2% | +6.1% | -53.3% | -51.2% |
| All | -36.9% | +12.4% | -49.3% | -45.5% |
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