+14.9%
GLXY vs SGI
-17.2%
+32.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | +13.4% | +8.5% | +4.9% | +10.0% |
| 30D | +38.1% | +0.7% | +37.4% | +37.4% |
| 3M | -7.3% | +0.6% | -7.9% | -8.2% |
| 6M | +8.2% | -17.9% | +26.1% | +12.2% |
| YTD | +17.8% | -21.2% | +38.9% | +23.9% |
| 1Y | +14.9% | -18.9% | +33.8% | +24.2% |
| All | +14.9% | -17.2% | +32.1% | +24.2% |
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