+83.2%
CAH vs GLXY
-35.4%
+118.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | +0.1% |
| 7D | +3.9% | +16.9% | -13.1% | +4.4% |
| 30D | +16.0% | -23.0% | +39.0% | +15.5% |
| 3M | +19.1% | -28.0% | +47.0% | +18.5% |
| 6M | +53.0% | -51.6% | +104.7% | +51.4% |
| YTD | +36.6% | -32.1% | +68.7% | +37.3% |
| 1Y | +37.4% | -51.5% | +88.9% | +37.1% |
| All | +83.2% | -35.4% | +118.6% | +82.8% |
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