+117.2%
RIG vs GLXY
+3.8%
+113.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.8% |
| 7D | -3.1% | -7.3% | +4.3% | -2.5% |
| 30D | -0.5% | +15.7% | -16.3% | -2.0% |
| 3M | -6.0% | -26.7% | +20.7% | -4.0% |
| 6M | -10.1% | +13.7% | -23.8% | -13.7% |
| YTD | +37.3% | +9.1% | +28.2% | +29.3% |
| 1Y | +73.9% | -15.5% | +89.4% | +69.8% |
| All | +117.2% | +3.8% | +113.4% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling