-47.2%
GLXY vs RUN
-55.1%
+7.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.6% | -5.7% |
| 7D | +5.3% | -13.5% | +18.8% | +10.5% |
| 30D | -19.8% | +18.3% | -38.1% | -25.7% |
| 3M | -31.4% | -12.5% | -18.9% | -28.9% |
| 6M | -53.3% | -40.3% | -13.0% | -45.3% |
| YTD | -35.7% | -53.1% | +17.4% | -23.1% |
| 1Y | -47.2% | -54.3% | +7.1% | -36.0% |
| All | -47.2% | -55.1% | +7.9% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 1y: compounded portfolio wealth divided by compounded RUN 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…
1y analysis · Full analysis span regression · 6 months rolling