+33.7%
RF vs GLXY
-44.8%
+78.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.1% | +5.0% | -1.9% |
| 7D | -1.6% | -28.4% | +26.8% | -0.8% |
| 30D | +5.0% | -41.4% | +46.4% | +6.5% |
| 3M | -10.0% | -31.9% | +21.9% | -9.3% |
| 6M | +3.3% | -57.2% | +60.5% | +5.6% |
| YTD | +7.9% | -41.9% | +49.9% | +6.6% |
| 1Y | +21.2% | -58.7% | +80.0% | +22.2% |
| All | +33.7% | -44.8% | +78.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 5y: compounded portfolio wealth divided by compounded GLXY 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…
5y analysis · Full analysis span regression · 6 months rolling