+15.5%
GLXY vs RNG
+163.8%
-148.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.5% |
| 7D | +13.4% | +5.8% | +7.7% | +13.2% |
| 30D | +38.1% | +19.6% | +18.5% | +37.0% |
| 3M | -7.3% | +67.0% | -74.3% | -10.3% |
| 6M | +8.2% | +88.4% | -80.2% | +1.4% |
| YTD | +17.8% | +155.5% | -137.7% | +1.4% |
| 1Y | +14.9% | +141.7% | -126.7% | +0.6% |
| All | +15.5% | +163.8% | -148.3% | +5.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling