-40.1%
GLXY vs SFM
-69.9%
+29.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.8% | +10.1% | +5.3% |
| 7D | -14.6% | -1.2% | -13.4% | -14.9% |
| 30D | -36.2% | -24.8% | -11.4% | -35.1% |
| 3M | -30.1% | -43.7% | +13.6% | -27.4% |
| 6M | -56.1% | -37.3% | -18.8% | -54.9% |
| YTD | -38.9% | -38.4% | -0.5% | -37.9% |
| 1Y | -55.0% | -36.9% | -18.1% | -54.5% |
| All | -40.1% | -69.9% | +29.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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