+5.4%
SRE vs GLXY
-10.0%
+15.4%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.1% |
| 7D | -0.7% | -8.9% | +8.3% | -0.5% |
| 30D | -1.7% | +19.9% | -21.6% | -2.2% |
| 3M | -7.1% | -20.0% | +12.9% | -6.8% |
| 6M | -8.4% | +10.5% | -18.9% | -9.4% |
| YTD | -3.5% | +7.9% | -11.4% | -4.6% |
| 1Y | +5.4% | -7.5% | +12.9% | +8.2% |
| All | +5.4% | -10.0% | +15.4% | +8.2% |
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