-77.5%
SMR vs GLXY
-38.3%
-39.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.2% | +0.9% | +4.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.0% |
| 30D | -24.4% | -28.6% | +4.2% | -13.2% |
| 3M | -44.6% | -28.1% | -16.5% | -37.8% |
| 6M | -56.7% | -52.0% | -4.7% | -41.9% |
| YTD | -61.6% | -35.1% | -26.5% | -58.1% |
| 1Y | -82.1% | -54.0% | -28.0% | -77.0% |
| All | -77.5% | -38.3% | -39.2% | -75.3% |
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