-19.7%
SAP vs GLXY
-35.4%
+15.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | 0.0% |
| 7D | -3.9% | +16.9% | -20.8% | -4.0% |
| 30D | +6.5% | -23.0% | +29.5% | +6.8% |
| 3M | +14.7% | -28.0% | +42.6% | +15.2% |
| 6M | +39.9% | -51.6% | +91.6% | +42.5% |
| YTD | -2.0% | -32.1% | +30.1% | -3.0% |
| 1Y | -6.0% | -51.5% | +45.5% | -5.3% |
| All | -19.7% | -35.4% | +15.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling