-36.9%
GLXY vs SGI
-6.9%
-30.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | +5.3% | -5.3% | +10.6% | +7.0% |
| 30D | -19.8% | -2.1% | -17.7% | -20.8% |
| 3M | -31.4% | -8.2% | -23.2% | -30.2% |
| 6M | -53.3% | -4.6% | -48.8% | -53.7% |
| YTD | -35.7% | -31.5% | -4.2% | -28.3% |
| 1Y | -47.2% | -30.8% | -16.4% | -41.4% |
| All | -36.9% | -6.9% | -30.1% | -42.6% |
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