-28.7%
CAG vs GLXY
-38.8%
+10.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +0.9% |
| 7D | -3.3% | +5.3% | -8.6% | -3.0% |
| 30D | +7.7% | -19.8% | +27.5% | +7.1% |
| 3M | -3.2% | -31.4% | +28.2% | -4.0% |
| 6M | +7.0% | -53.3% | +60.3% | +5.2% |
| YTD | -9.0% | -35.7% | +26.7% | -9.9% |
| 1Y | -9.6% | -47.2% | +37.6% | -10.5% |
| All | -28.7% | -38.8% | +10.1% | -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 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