-35.7%
GLXY vs SUNB
+12.2%
-47.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -3.3% | -13.7% | -14.7% |
| 7D | -26.8% | -2.6% | -24.2% | -25.2% |
| 30D | -38.3% | +4.3% | -42.6% | -39.5% |
| 3M | -36.9% | +0.8% | -37.7% | -36.4% |
| 6M | -52.1% | +9.2% | -61.3% | -53.8% |
| All | -35.7% | +12.2% | -47.9% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 1y: compounded portfolio wealth divided by compounded SUNB 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…
1y analysis · Full analysis span regression · 6 months rolling