-27.7%
CAG vs GLXY
+7.0%
-34.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | -1.2% |
| 7D | -6.6% | +4.5% | -11.1% | -6.4% |
| 30D | +2.3% | +28.8% | -26.5% | +3.1% |
| 3M | +16.3% | -23.0% | +39.3% | +15.8% |
| 6M | -16.0% | +17.0% | -33.0% | -15.5% |
| YTD | -7.7% | +12.5% | -20.2% | -7.3% |
| 1Y | -16.0% | -5.4% | -10.7% | -16.0% |
| All | -27.7% | +7.0% | -34.8% | -28.3% |
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