+11.7%
GLXY vs SM
+46.7%
-35.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.9% |
| 7D | +15.5% | -0.2% | +15.6% | +15.4% |
| 30D | +34.1% | +31.5% | +2.6% | +36.1% |
| 3M | -11.3% | +17.3% | -28.7% | -9.7% |
| 6M | +31.6% | +48.5% | -16.9% | +29.4% |
| YTD | +21.0% | +106.3% | -85.3% | +11.8% |
| 1Y | +11.7% | +47.3% | -35.6% | +0.2% |
| All | +11.7% | +46.7% | -35.1% | +0.2% |
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