-55.2%
GLXY vs SPG
+34.3%
-89.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +2.9% | -19.9% | -16.3% |
| 7D | -26.8% | +8.2% | -35.0% | -25.8% |
| 30D | -38.3% | +13.5% | -51.8% | -37.6% |
| 3M | -36.9% | +2.2% | -39.1% | -36.2% |
| 6M | -52.1% | +15.9% | -68.0% | -55.1% |
| YTD | -37.5% | +27.6% | -65.1% | -40.0% |
| 1Y | -55.2% | +30.9% | -86.1% | -57.6% |
| All | -55.2% | +34.3% | -89.5% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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