+11.7%
GLXY vs SPG
+22.1%
-10.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.6% | +2.8% |
| 7D | +15.5% | 0.0% | +15.4% | +15.4% |
| 30D | +34.1% | -4.9% | +39.1% | +33.4% |
| 3M | -11.3% | +3.3% | -14.7% | -14.6% |
| 6M | +31.6% | +11.2% | +20.4% | +23.5% |
| YTD | +21.0% | +17.1% | +3.9% | +18.0% |
| 1Y | +11.7% | +21.6% | -9.9% | +11.3% |
| All | +11.7% | +22.1% | -10.4% | +11.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling