+64.1%
STM vs GLXY
-41.9%
+106.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.2% | -0.8% | +3.1% |
| 7D | -10.7% | -14.6% | +3.9% | -7.6% |
| 30D | -25.7% | -36.2% | +10.4% | -18.0% |
| 3M | -21.6% | -30.1% | +8.5% | -15.8% |
| 6M | -27.8% | -56.1% | +28.3% | -15.5% |
| YTD | +61.8% | -38.9% | +100.7% | +75.1% |
| 1Y | +78.1% | -55.0% | +133.1% | +99.3% |
| All | +64.1% | -41.9% | +106.0% | +75.4% |
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