+7.0%
CAG vs GLXY
-54.1%
+61.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.3% | +6.5% | +0.6% |
| 7D | -3.3% | +5.3% | -8.6% | -2.6% |
| 30D | +7.7% | -19.8% | +27.5% | +6.6% |
| 3M | -3.2% | -31.4% | +28.2% | -4.8% |
| 6M | +7.0% | -53.3% | +60.3% | +2.9% |
| All | +7.0% | -54.1% | +61.1% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling