-30.0%
GLXY vs RL
+48.7%
-78.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -1.4% | +14.6% | +14.0% |
| 7D | +14.3% | -4.4% | +18.7% | +17.5% |
| 30D | -19.6% | +5.6% | -25.2% | -23.1% |
| 3M | -20.7% | -0.6% | -20.0% | -21.2% |
| 6M | -49.6% | +15.5% | -65.0% | -55.0% |
| YTD | -28.6% | +12.3% | -40.9% | -35.1% |
| 1Y | -48.0% | +19.3% | -67.4% | -54.5% |
| All | -30.0% | +48.7% | -78.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling