-30.0%
GLXY vs SAN
+66.5%
-96.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -0.6% | +13.8% | +13.6% |
| 7D | +14.3% | +3.4% | +10.9% | +11.5% |
| 30D | -19.6% | -6.3% | -13.4% | -15.7% |
| 3M | -20.7% | -14.1% | -6.6% | -10.8% |
| 6M | -49.6% | +4.2% | -53.8% | -51.9% |
| YTD | -28.6% | +9.0% | -37.6% | -32.9% |
| 1Y | -48.0% | +18.8% | -66.8% | -53.3% |
| All | -30.0% | +66.5% | -96.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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