+82.7%
STM vs GLXY
-35.4%
+118.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.4% | +1.7% |
| 7D | +16.3% | +16.9% | -0.7% | +11.6% |
| 30D | -6.3% | -23.0% | +16.7% | -1.3% |
| 3M | -14.1% | -28.0% | +13.9% | -8.7% |
| 6M | -19.6% | -51.6% | +32.1% | -8.4% |
| YTD | +80.1% | -32.1% | +112.2% | +89.5% |
| 1Y | +95.4% | -51.5% | +146.8% | +113.3% |
| All | +82.7% | -35.4% | +118.1% | +89.8% |
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 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