-55.2%
GLXY vs SITM
+47.5%
-102.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -9.4% | -7.6% | -13.2% |
| 7D | -26.8% | -19.5% | -7.3% | -19.5% |
| 30D | -38.3% | -43.2% | +4.9% | -23.4% |
| 3M | -36.9% | -30.8% | -6.1% | -28.1% |
| 6M | -52.1% | -28.6% | -23.5% | -46.4% |
| YTD | -37.5% | +14.2% | -51.7% | -39.8% |
| 1Y | -55.2% | +44.4% | -99.6% | -59.2% |
| All | -55.2% | +47.5% | -102.7% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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