-26.0%
CAG vs GLXY
+12.0%
-38.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.9% |
| 7D | -3.8% | +13.4% | -17.2% | -3.4% |
| 30D | +3.1% | +38.1% | -35.0% | +4.2% |
| 3M | +23.5% | -7.3% | +30.8% | +23.6% |
| 6M | -14.8% | +8.2% | -23.0% | -14.4% |
| YTD | -5.4% | +17.8% | -23.2% | -4.9% |
| 1Y | -11.8% | +14.9% | -26.7% | -11.8% |
| All | -26.0% | +12.0% | -38.0% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling