-55.2%
GLXY vs RL
+34.3%
-89.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.5% | -21.5% | -20.0% |
| 7D | -26.8% | +5.8% | -32.6% | -30.3% |
| 30D | -38.3% | +12.7% | -51.0% | -43.9% |
| 3M | -36.9% | +9.3% | -46.2% | -41.9% |
| 6M | -52.1% | +16.9% | -69.0% | -58.2% |
| YTD | -37.5% | +17.5% | -55.0% | -46.5% |
| 1Y | -55.2% | +34.6% | -89.8% | -68.5% |
| All | -55.2% | +34.3% | -89.5% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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