-56.1%
GLXY vs SAN
-4.1%
-52.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.2% | +7.5% | +6.2% |
| 7D | -14.6% | +4.9% | -19.5% | -17.6% |
| 30D | -36.2% | -13.0% | -23.2% | -28.0% |
| 3M | -30.1% | -18.9% | -11.2% | -16.2% |
| 6M | -56.1% | -4.1% | -52.0% | -57.0% |
| All | -56.1% | -4.1% | -52.0% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling