-78.4%
SMR vs GLXY
-40.0%
-38.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.3% | -2.7% |
| 7D | -2.8% | -16.2% | +13.4% | +5.5% |
| 30D | -27.5% | -30.6% | +3.1% | -15.6% |
| 3M | -43.1% | -27.7% | -15.4% | -36.4% |
| 6M | -58.4% | -53.3% | -5.1% | -43.5% |
| YTD | -63.2% | -36.9% | -26.3% | -59.2% |
| 1Y | -81.6% | -55.6% | -26.0% | -76.0% |
| All | -78.4% | -40.0% | -38.4% | -76.0% |
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