+15.5%
GLXY vs RSG
-7.5%
+23.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.4% | -1.9% |
| 7D | +13.4% | +0.3% | +13.2% | +13.8% |
| 30D | +38.1% | +7.6% | +30.5% | +50.8% |
| 3M | -7.3% | +7.4% | -14.8% | +2.1% |
| 6M | +8.2% | -3.3% | +11.4% | +11.0% |
| YTD | +17.8% | +6.0% | +11.7% | +29.6% |
| 1Y | +14.9% | -3.7% | +18.6% | +17.3% |
| All | +15.5% | -7.5% | +23.0% | +13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling