+10.3%
GLXY vs SITM
+186.3%
-176.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.5% |
| 7D | +4.5% | +3.7% | +0.8% | +3.1% |
| 30D | +28.8% | -14.5% | +43.3% | +35.7% |
| 3M | -23.0% | -10.6% | -12.5% | -21.8% |
| 6M | +17.0% | +65.5% | -48.5% | -6.1% |
| YTD | +12.5% | +67.0% | -54.5% | -11.7% |
| 1Y | -5.4% | +138.6% | -144.0% | -36.5% |
| All | +10.3% | +186.3% | -176.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling