+112.3%
RIG vs GLXY
-38.8%
+151.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.3% | +9.4% | +4.5% |
| 7D | +5.7% | +5.3% | +0.5% | +5.2% |
| 30D | -0.7% | -19.8% | +19.1% | +0.4% |
| 3M | -3.1% | -31.4% | +28.2% | -1.6% |
| 6M | -16.3% | -53.3% | +37.0% | -13.0% |
| YTD | +34.1% | -35.7% | +69.8% | +30.3% |
| 1Y | +38.2% | -47.2% | +85.4% | +36.7% |
| All | +112.3% | -38.8% | +151.1% | +120.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling