+124.1%
RIG vs GLXY
+12.0%
+112.1%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.8% |
| 7D | +0.9% | +13.4% | -12.6% | -0.3% |
| 30D | +13.8% | +38.1% | -24.3% | +10.4% |
| 3M | -6.4% | -7.3% | +0.9% | -6.8% |
| 6M | -8.2% | +8.2% | -16.3% | -10.9% |
| YTD | +41.6% | +17.8% | +23.9% | +32.6% |
| 1Y | +88.7% | +14.9% | +73.8% | +82.2% |
| All | +124.1% | +12.0% | +112.1% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling