-54.4%
GLXY vs SAN
+21.7%
-76.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.1% | +0.1% | +1.6% |
| 7D | -0.5% | +8.7% | -9.3% | -8.0% |
| 30D | -28.6% | -6.5% | -22.1% | -24.2% |
| 3M | -28.1% | -14.2% | -13.9% | -17.5% |
| 6M | -52.0% | +2.7% | -54.7% | -54.2% |
| YTD | -35.1% | +8.9% | -44.0% | -40.4% |
| All | -54.4% | +21.7% | -76.1% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling