-19.8%
SAP vs GLXY
-40.0%
+20.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | -1.5% |
| 7D | +1.5% | -16.2% | +17.7% | +1.6% |
| 30D | +8.8% | -30.6% | +39.4% | +9.3% |
| 3M | +12.1% | -27.7% | +39.8% | +12.5% |
| 6M | +34.6% | -53.3% | +87.9% | +36.8% |
| YTD | -2.1% | -36.9% | +34.8% | -3.0% |
| 1Y | -5.5% | -55.6% | +50.1% | -4.7% |
| All | -19.8% | -40.0% | +20.2% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling