-36.4%
GLXY vs SM
+24.3%
-60.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +9.0% | +6.2% |
| 7D | -0.5% | -22.3% | +21.7% | -0.7% |
| 30D | -28.6% | -21.4% | -7.3% | -28.6% |
| 3M | -28.1% | +1.4% | -29.4% | -27.3% |
| 6M | -52.0% | +0.1% | -52.1% | -51.5% |
| YTD | -35.1% | +59.0% | -94.1% | -38.6% |
| 1Y | -54.0% | +64.3% | -118.4% | -56.4% |
| All | -36.4% | +24.3% | -60.7% | -41.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling