-19.9%
SAP vs GLXY
-41.9%
+22.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.2% | -9.4% | -4.2% |
| 7D | -0.7% | -14.6% | +14.0% | -0.6% |
| 30D | +11.1% | -36.2% | +47.3% | +11.7% |
| 3M | +17.0% | -30.1% | +47.1% | +17.5% |
| 6M | +34.8% | -56.1% | +90.9% | +37.4% |
| YTD | -2.2% | -38.9% | +36.7% | -3.1% |
| 1Y | -6.4% | -55.0% | +48.6% | -5.9% |
| All | -19.9% | -41.9% | +22.0% | -20.6% |
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