-55.2%
GLXY vs SGI
-10.7%
-44.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +6.8% | -23.8% | -18.8% |
| 7D | -26.8% | +12.1% | -38.9% | -29.8% |
| 30D | -38.3% | +12.1% | -50.4% | -41.1% |
| 3M | -36.9% | +0.4% | -37.3% | -37.0% |
| 6M | -52.1% | -4.0% | -48.1% | -51.6% |
| YTD | -37.5% | -21.2% | -16.3% | -34.0% |
| 1Y | -55.2% | -12.1% | -43.1% | -53.0% |
| All | -55.2% | -10.7% | -44.5% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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