-55.2%
GLXY vs SARO
-7.8%
-47.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.9% | -18.9% | -18.1% |
| 7D | -26.8% | +15.8% | -42.6% | -34.1% |
| 30D | -38.3% | +22.2% | -60.5% | -46.8% |
| 3M | -36.9% | -16.2% | -20.7% | -27.7% |
| 6M | -52.1% | +4.6% | -56.7% | -57.3% |
| YTD | -37.5% | -10.4% | -27.2% | -31.2% |
| 1Y | -55.2% | -6.5% | -48.7% | -53.1% |
| All | -55.2% | -7.8% | -47.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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