-44.3%
GLXY vs SITM
+56.4%
-100.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.8% |
| 7D | +16.9% | +32.5% | -15.6% | +3.0% |
| 30D | -23.0% | -18.8% | -4.2% | -15.8% |
| 3M | -28.0% | -30.9% | +2.9% | -17.6% |
| 6M | -51.6% | -44.5% | -7.2% | -43.0% |
| YTD | -32.1% | +33.2% | -65.3% | -41.6% |
| All | -44.3% | +56.4% | -100.7% | -58.3% |
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