+5.7%
SRE vs GLXY
-40.0%
+45.7%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.4% |
| 7D | -8.2% | -16.2% | +8.0% | -7.8% |
| 30D | -3.6% | -30.6% | +27.0% | -3.0% |
| 3M | -6.3% | -27.7% | +21.5% | -5.8% |
| 6M | -13.0% | -53.3% | +40.3% | -11.8% |
| YTD | -9.2% | -36.9% | +27.7% | -9.3% |
| 1Y | -13.1% | -55.6% | +42.5% | -12.3% |
| All | +5.7% | -40.0% | +45.7% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling