-19.4%
SAP vs GLXY
-38.8%
+19.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.6% | +0.4% |
| 7D | +0.6% | +5.3% | -4.6% | +0.6% |
| 30D | +6.5% | -19.8% | +26.3% | +6.7% |
| 3M | +12.2% | -31.4% | +43.6% | +12.8% |
| 6M | +46.1% | -53.3% | +99.4% | +48.7% |
| YTD | -1.6% | -35.7% | +34.1% | -2.6% |
| 1Y | -5.1% | -47.2% | +42.1% | -5.1% |
| All | -19.4% | -38.8% | +19.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling