-47.2%
GLXY vs RNG
+176.7%
-223.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.3% |
| 7D | +5.3% | +4.6% | +0.7% | +5.2% |
| 30D | -19.8% | +0.4% | -20.2% | -19.5% |
| 3M | -31.4% | +11.4% | -42.8% | -30.5% |
| 6M | -53.3% | +95.7% | -149.0% | -52.0% |
| YTD | -35.7% | +162.9% | -198.6% | -39.4% |
| 1Y | -47.2% | +180.3% | -227.5% | -49.6% |
| All | -47.2% | +176.7% | -223.9% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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