+15.5%
GLXY vs SSNC
+7.8%
+7.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | +13.4% | +0.6% | +12.8% | +13.3% |
| 30D | +38.1% | +6.0% | +32.1% | +35.9% |
| 3M | -7.3% | +21.0% | -28.3% | -12.3% |
| 6M | +8.2% | +12.1% | -3.9% | +9.6% |
| YTD | +17.8% | -3.2% | +21.0% | +37.3% |
| 1Y | +14.9% | -4.4% | +19.3% | +34.7% |
| All | +15.5% | +7.8% | +7.7% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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