+15.5%
GLXY vs SPG
+35.9%
-20.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.7% |
| 7D | +13.4% | -2.4% | +15.8% | +13.3% |
| 30D | +38.1% | -6.8% | +44.9% | +37.7% |
| 3M | -7.3% | +2.7% | -10.0% | -10.6% |
| 6M | +8.2% | +5.5% | +2.7% | +2.5% |
| YTD | +17.8% | +15.7% | +2.1% | +13.6% |
| 1Y | +14.9% | +20.9% | -5.9% | +9.9% |
| All | +15.5% | +35.9% | -20.5% | +2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling