-51.5%
GLXY vs SPG
+32.6%
-84.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -5.0% |
| 7D | +16.9% | +3.1% | +13.8% | +17.6% |
| 30D | -23.0% | +16.4% | -39.4% | -21.8% |
| 3M | -28.0% | +7.1% | -35.0% | -26.8% |
| 6M | -51.6% | +16.1% | -67.7% | -53.9% |
| YTD | -32.1% | +30.4% | -62.6% | -34.2% |
| 1Y | -51.5% | +33.0% | -84.4% | -53.3% |
| All | -51.5% | +32.6% | -84.1% | -53.3% |
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 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