-56.1%
GLXY vs RL
+3.0%
-59.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.4% | +6.6% | +5.9% |
| 7D | -14.6% | -4.2% | -10.5% | -13.2% |
| 30D | -36.2% | +4.3% | -40.4% | -38.3% |
| 3M | -30.1% | -4.6% | -25.5% | -29.0% |
| 6M | -56.1% | +1.7% | -57.8% | -57.7% |
| All | -56.1% | +3.0% | -59.1% | -57.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling