+25.0%
ROK vs GLXY
-57.6%
+82.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -17.0% | +16.4% | +1.4% |
| 7D | 0.0% | -26.8% | +26.8% | +3.4% |
| 30D | -2.5% | -38.3% | +35.8% | +2.5% |
| 3M | 0.0% | -36.9% | +36.9% | +4.1% |
| 6M | +11.6% | -52.1% | +63.7% | +19.3% |
| YTD | +15.2% | -37.5% | +52.7% | +15.3% |
| 1Y | +25.0% | -55.2% | +80.2% | +32.7% |
| All | +25.0% | -57.6% | +82.6% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling