-55.2%
GLXY vs SM
+70.4%
-125.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -15.3% | -1.7% | -17.2% |
| 7D | -26.8% | -21.5% | -5.3% | -27.5% |
| 30D | -38.3% | -11.4% | -26.9% | -38.1% |
| 3M | -36.9% | +0.6% | -37.5% | -36.1% |
| 6M | -52.1% | +0.2% | -52.4% | -51.2% |
| YTD | -37.5% | +69.7% | -107.2% | -45.5% |
| 1Y | -55.2% | +71.6% | -126.7% | -60.5% |
| All | -55.2% | +70.4% | -125.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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