-57.8%
SMR vs GLXY
+2.7%
-60.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -3.5% |
| 7D | +4.7% | -8.9% | +13.7% | +9.9% |
| 30D | +3.2% | +19.9% | -16.6% | -6.4% |
| 3M | +9.9% | -20.0% | +29.9% | +20.5% |
| 6M | -15.1% | +10.5% | -25.7% | -21.3% |
| YTD | -27.9% | +7.9% | -35.9% | -36.2% |
| 1Y | -70.2% | -7.5% | -62.8% | -71.1% |
| All | -57.8% | +2.7% | -60.4% | -62.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling