-55.6%
GLXY vs SAN
+22.7%
-78.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.4% |
| 7D | -16.2% | +10.8% | -26.9% | -23.5% |
| 30D | -30.6% | -5.7% | -24.9% | -26.8% |
| 3M | -27.7% | -13.4% | -14.3% | -17.7% |
| 6M | -53.3% | +3.5% | -56.9% | -55.7% |
| YTD | -36.9% | +9.7% | -46.6% | -42.4% |
| 1Y | -55.6% | +20.9% | -76.5% | -63.2% |
| All | -55.6% | +22.7% | -78.3% | -63.2% |
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