+15.5%
GLXY vs RL
+32.2%
-16.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -2.0% |
| 7D | +13.4% | -0.8% | +14.2% | +14.0% |
| 30D | +38.1% | -7.8% | +45.9% | +44.7% |
| 3M | -7.3% | -4.0% | -3.3% | -5.4% |
| 6M | +8.2% | -1.9% | +10.1% | +7.9% |
| YTD | +17.8% | -0.2% | +17.9% | +16.8% |
| 1Y | +14.9% | +10.7% | +4.3% | +9.0% |
| All | +15.5% | +32.2% | -16.7% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling