+18.6%
GLXY vs RUN
-28.4%
+47.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.3% |
| 7D | +15.5% | +10.2% | +5.3% | +14.0% |
| 30D | +34.1% | -9.6% | +43.7% | +35.8% |
| 3M | -11.3% | -31.5% | +20.2% | -7.7% |
| 6M | +31.6% | -18.7% | +50.3% | +34.8% |
| YTD | +21.0% | -49.9% | +70.9% | +28.1% |
| 1Y | +11.7% | -45.5% | +57.2% | +19.5% |
| All | +18.6% | -28.4% | +47.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling