+176.2%
CDE vs GLXY
+3.8%
+172.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.9% |
| 7D | -3.1% | -7.3% | +4.2% | -1.7% |
| 30D | +9.5% | +15.7% | -6.3% | +5.9% |
| 3M | +25.5% | -26.7% | +52.1% | +31.6% |
| 6M | -7.9% | +13.7% | -21.6% | -10.9% |
| YTD | +15.6% | +9.1% | +6.4% | +10.8% |
| 1Y | +34.0% | -15.5% | +49.5% | +31.2% |
| All | +176.2% | +3.8% | +172.4% | +175.7% |
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