-36.9%
GLXY vs RSG
+5.4%
-42.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | +5.3% | +2.5% | +2.8% | +9.0% |
| 30D | -19.8% | +12.7% | -32.5% | -4.1% |
| 3M | -31.4% | +17.9% | -49.3% | -12.8% |
| 6M | -53.3% | +25.0% | -78.3% | -36.4% |
| YTD | -35.7% | +20.8% | -56.5% | -13.8% |
| 1Y | -47.2% | +24.3% | -71.5% | -27.3% |
| All | -36.9% | +5.4% | -42.3% | -24.5% |
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