-36.9%
GLXY vs SPG
+52.8%
-89.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.3% |
| 7D | +5.3% | +2.0% | +3.3% | +5.6% |
| 30D | -19.8% | +17.2% | -37.0% | -18.8% |
| 3M | -31.4% | +6.3% | -37.7% | -30.6% |
| 6M | -53.3% | +18.7% | -72.0% | -54.8% |
| YTD | -35.7% | +30.1% | -65.8% | -37.0% |
| 1Y | -47.2% | +32.8% | -80.0% | -48.3% |
| All | -36.9% | +52.8% | -89.8% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling