-40.1%
GLXY vs SGI
-1.6%
-38.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.5% | +10.7% | +6.8% |
| 7D | -14.6% | +1.0% | -15.6% | -15.8% |
| 30D | -36.2% | +3.9% | -40.1% | -38.1% |
| 3M | -30.1% | -0.8% | -29.3% | -30.7% |
| 6M | -56.1% | -18.0% | -38.1% | -53.2% |
| YTD | -38.9% | -27.6% | -11.3% | -33.0% |
| 1Y | -55.0% | -27.2% | -27.8% | -50.5% |
| All | -40.1% | -1.6% | -38.5% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling