+10.3%
GLXY vs RSG
-7.6%
+18.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.4% | -7.4% | -6.6% |
| 7D | +4.5% | 0.0% | +4.6% | +4.4% |
| 30D | +28.8% | +3.7% | +25.2% | +34.8% |
| 3M | -23.0% | +6.2% | -29.2% | -16.2% |
| 6M | +17.0% | -2.8% | +19.8% | +20.5% |
| YTD | +12.5% | +5.9% | +6.6% | +23.7% |
| 1Y | -5.4% | -1.8% | -3.6% | -1.3% |
| All | +10.3% | -7.6% | +18.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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