+2.9%
SPGI vs GLXY
-57.6%
+60.5%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -17.0% | +20.4% | +3.4% |
| 7D | +7.2% | -26.8% | +34.0% | +7.4% |
| 30D | +23.2% | -38.3% | +61.5% | +23.9% |
| 3M | +17.0% | -36.9% | +53.9% | +17.5% |
| 6M | +20.4% | -52.1% | +72.5% | +21.5% |
| YTD | -1.9% | -37.5% | +35.6% | -0.8% |
| 1Y | +2.9% | -55.2% | +58.1% | +4.3% |
| All | +2.9% | -57.6% | +60.5% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling