+18.6%
GLXY vs SITM
+190.8%
-172.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.9% | +3.5% |
| 7D | +15.5% | +8.4% | +7.1% | +12.0% |
| 30D | +34.1% | -17.4% | +51.5% | +43.1% |
| 3M | -11.3% | -9.8% | -1.5% | -10.2% |
| 6M | +31.6% | +83.0% | -51.4% | +2.2% |
| YTD | +21.0% | +69.6% | -48.6% | -5.6% |
| 1Y | +11.7% | +144.9% | -133.2% | -25.8% |
| All | +18.6% | +190.8% | -172.1% | -32.0% |
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