-53.3%
GLXY vs SITM
-48.3%
-5.0%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.5% | +0.3% | -1.9% |
| 7D | +5.3% | +6.6% | -1.4% | +1.6% |
| 30D | -19.8% | -15.3% | -4.5% | -11.0% |
| 3M | -31.4% | -35.4% | +4.0% | -14.4% |
| 6M | -53.3% | -46.8% | -6.5% | -34.4% |
| All | -53.3% | -48.3% | -5.0% | -34.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling