-36.9%
GLXY vs SBAC
-14.0%
-23.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.8% | -5.3% |
| 7D | +5.3% | +0.6% | +4.6% | +5.3% |
| 30D | -19.8% | +5.5% | -25.3% | -19.9% |
| 3M | -31.4% | +3.1% | -34.4% | -31.2% |
| 6M | -53.3% | -7.0% | -46.3% | -52.2% |
| YTD | -35.7% | +0.5% | -36.2% | -35.2% |
| 1Y | -47.2% | +0.2% | -47.4% | -46.7% |
| All | -36.9% | -14.0% | -23.0% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 3y: compounded portfolio wealth divided by compounded SBAC 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…
3y analysis · Full analysis span regression · 6 months rolling