-36.9%
GLXY vs RVTY
+71.4%
-108.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.7% | -3.6% | -4.1% |
| 7D | +5.3% | -0.5% | +5.7% | +5.7% |
| 30D | -19.8% | +1.5% | -21.3% | -19.0% |
| 3M | -31.4% | +31.5% | -62.8% | -41.6% |
| 6M | -53.3% | +62.7% | -116.0% | -66.6% |
| YTD | -35.7% | +60.0% | -95.7% | -52.3% |
| 1Y | -47.2% | +65.7% | -112.9% | -61.3% |
| All | -36.9% | +71.4% | -108.4% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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