-59.9%
SMR vs GLXY
+12.0%
-71.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +4.4% | +13.4% | -9.0% | -2.4% |
| 30D | +3.4% | +38.1% | -34.7% | -12.6% |
| 3M | -19.2% | -7.3% | -11.8% | -18.6% |
| 6M | -22.6% | +8.2% | -30.8% | -28.0% |
| YTD | -31.5% | +17.8% | -49.3% | -42.1% |
| 1Y | -73.1% | +14.9% | -88.0% | -76.2% |
| All | -59.9% | +12.0% | -71.9% | -65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling