-29.7%
CAG vs GLXY
+2.7%
-32.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | -2.8% |
| 7D | -5.9% | -8.9% | +3.1% | -6.2% |
| 30D | -1.5% | +19.9% | -21.4% | -0.9% |
| 3M | +11.5% | -20.0% | +31.4% | +11.1% |
| 6M | -15.7% | +10.5% | -26.2% | -15.3% |
| YTD | -10.2% | +7.9% | -18.1% | -9.9% |
| 1Y | -18.1% | -7.5% | -10.6% | -18.1% |
| All | -29.7% | +2.7% | -32.4% | -30.3% |
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 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