-33.4%
GLXY vs STT
+83.7%
-117.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.7% | -4.6% |
| 7D | +16.9% | +5.1% | +11.8% | +9.7% |
| 30D | -23.0% | -0.2% | -22.8% | -22.0% |
| 3M | -28.0% | -8.1% | -19.8% | -19.5% |
| 6M | -51.6% | +16.6% | -68.3% | -60.3% |
| YTD | -32.1% | +37.8% | -69.9% | -56.2% |
| 1Y | -51.5% | +46.8% | -98.3% | -71.2% |
| All | -33.4% | +83.7% | -117.1% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling