-37.9%
ROL vs GLXY
+13.9%
-51.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.3% | -2.4% |
| 7D | -3.4% | +15.5% | -18.9% | -2.9% |
| 30D | -6.9% | +34.1% | -41.1% | -5.9% |
| 3M | -24.6% | -11.3% | -13.3% | -24.6% |
| 6M | -39.5% | +31.6% | -71.1% | -38.5% |
| YTD | -41.1% | +21.0% | -62.1% | -39.7% |
| 1Y | -37.9% | +11.7% | -49.6% | -38.1% |
| All | -37.9% | +13.9% | -51.9% | -38.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling