+7.0%
GLXY vs SITM
+208.6%
-201.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.5% | -4.4% | -0.9% |
| 7D | -7.3% | +3.9% | -11.2% | -8.7% |
| 30D | +15.7% | -6.6% | +22.3% | +18.0% |
| 3M | -26.7% | -11.9% | -14.8% | -25.5% |
| 6M | +13.7% | +81.1% | -67.4% | -11.7% |
| YTD | +9.1% | +80.0% | -70.9% | -16.7% |
| 1Y | -15.5% | +145.8% | -161.3% | -43.7% |
| All | +7.0% | +208.6% | -201.6% | -40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling