-30.8%
ROL vs GLXY
-38.3%
+7.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.2% | -4.1% | +2.3% |
| 7D | +7.5% | -0.5% | +8.1% | +7.6% |
| 30D | +21.1% | -28.6% | +49.8% | +20.2% |
| 3M | +3.1% | -28.1% | +31.2% | +2.5% |
| 6M | -27.4% | -52.0% | +24.6% | -28.3% |
| YTD | -34.7% | -35.1% | +0.4% | -34.8% |
| 1Y | -32.9% | -54.0% | +21.1% | -33.2% |
| All | -30.8% | -38.3% | +7.5% | -32.4% |
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