+15.5%
GLXY vs STT
+104.4%
-88.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +13.4% | +0.5% | +13.0% | +12.9% |
| 30D | +38.1% | +3.9% | +34.3% | +30.8% |
| 3M | -7.3% | +20.0% | -27.3% | -26.8% |
| 6M | +8.2% | +55.3% | -47.1% | -40.2% |
| YTD | +17.8% | +53.3% | -35.6% | -34.1% |
| 1Y | +14.9% | +74.7% | -59.8% | -45.5% |
| All | +15.5% | +104.4% | -88.9% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling