-40.1%
GLXY vs ROIV
+261.7%
-301.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.2% | -0.9% | +1.6% |
| 7D | -14.6% | +5.3% | -20.0% | -17.6% |
| 30D | -36.2% | +11.9% | -48.1% | -40.5% |
| 3M | -30.1% | +10.7% | -40.8% | -35.5% |
| 6M | -56.1% | +34.9% | -91.0% | -64.7% |
| YTD | -38.9% | +79.2% | -118.1% | -59.4% |
| 1Y | -55.0% | +89.0% | -144.0% | -70.9% |
| All | -40.1% | +261.7% | -301.8% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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