+5.8%
GLXY vs SNY
-11.5%
+17.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -8.9% | -3.6% | -5.3% | -8.5% |
| 30D | +19.9% | -1.9% | +21.8% | +20.1% |
| 3M | -20.0% | -2.0% | -18.0% | -20.3% |
| 6M | +10.5% | +2.5% | +8.0% | +8.1% |
| YTD | +7.9% | -7.0% | +14.9% | +9.2% |
| 1Y | -7.5% | -4.4% | -3.1% | -9.9% |
| All | +5.8% | -11.5% | +17.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling