+18.6%
GLXY vs SGI
+6.6%
+12.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.2% | +2.9% |
| 7D | +15.5% | +9.3% | +6.2% | +11.3% |
| 30D | +34.1% | +6.9% | +27.2% | +30.3% |
| 3M | -11.3% | +2.8% | -14.2% | -13.2% |
| 6M | +31.6% | -12.6% | +44.2% | +36.8% |
| YTD | +21.0% | -21.5% | +42.5% | +29.8% |
| 1Y | +11.7% | -18.8% | +30.4% | +21.9% |
| All | +18.6% | +6.6% | +12.0% | +3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling