-36.4%
GLXY vs RL
+50.4%
-86.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.8% | +0.4% | +2.5% |
| 7D | -0.5% | +0.2% | -0.8% | -1.3% |
| 30D | -28.6% | +7.3% | -36.0% | -32.3% |
| 3M | -28.1% | +1.0% | -29.1% | -29.4% |
| 6M | -52.0% | +11.8% | -63.8% | -56.2% |
| YTD | -35.1% | +13.6% | -48.7% | -41.4% |
| 1Y | -54.0% | +24.0% | -78.1% | -60.4% |
| All | -36.4% | +50.4% | -86.8% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling