-30.0%
GLXY vs STT
+84.2%
-114.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +1.5% | +11.7% | +11.2% |
| 7D | +14.3% | +0.4% | +13.9% | +14.0% |
| 30D | -19.6% | -0.4% | -19.2% | -18.5% |
| 3M | -20.7% | -6.5% | -14.2% | -13.4% |
| 6M | -49.6% | +17.2% | -66.8% | -58.9% |
| YTD | -28.6% | +38.2% | -66.8% | -54.1% |
| 1Y | -48.0% | +49.3% | -97.3% | -69.8% |
| All | -30.0% | +84.2% | -114.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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