-36.9%
GLXY vs SITM
+115.8%
-152.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.5% | +0.3% | -2.9% |
| 7D | +5.3% | +6.6% | -1.4% | +2.7% |
| 30D | -19.8% | -15.3% | -4.5% | -13.5% |
| 3M | -31.4% | -35.4% | +4.0% | -19.2% |
| 6M | -53.3% | -46.8% | -6.5% | -43.1% |
| YTD | -35.7% | +25.9% | -61.6% | -43.6% |
| 1Y | -47.2% | +54.0% | -101.2% | -56.9% |
| All | -36.9% | +115.8% | -152.7% | -59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling