+7.0%
GLXY vs SARO
-20.7%
+27.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | -0.1% |
| 7D | -7.3% | -3.1% | -4.2% | -5.1% |
| 30D | +15.7% | -12.2% | +28.0% | +27.2% |
| 3M | -26.7% | -7.4% | -19.3% | -24.4% |
| 6M | +13.7% | -15.3% | +29.0% | +25.8% |
| YTD | +9.1% | -16.2% | +25.3% | +25.7% |
| 1Y | -15.5% | -12.1% | -3.4% | -5.2% |
| All | +7.0% | -20.7% | +27.8% | +24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling