+9.3%
SO vs GLXY
-41.9%
+51.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -0.9% |
| 7D | -1.5% | -14.6% | +13.2% | -1.7% |
| 30D | +8.1% | -36.2% | +44.2% | +7.3% |
| 3M | +0.2% | -30.1% | +30.3% | -0.2% |
| 6M | +0.4% | -56.1% | +56.5% | -0.5% |
| YTD | +8.5% | -38.9% | +47.4% | +8.2% |
| 1Y | +4.9% | -55.0% | +60.0% | +4.5% |
| All | +9.3% | -41.9% | +51.2% | +8.8% |
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