+63.7%
CFG vs GLXY
-32.0%
+95.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +13.2% | -12.3% | +0.1% |
| 7D | -0.8% | +14.3% | -15.1% | -1.6% |
| 30D | +3.1% | -19.6% | +22.8% | +4.0% |
| 3M | -9.7% | -20.7% | +11.0% | -9.2% |
| 6M | +6.7% | -49.6% | +56.3% | +10.0% |
| YTD | +15.2% | -28.6% | +43.8% | +13.3% |
| 1Y | +28.8% | -48.0% | +76.8% | +29.7% |
| All | +63.7% | -32.0% | +95.8% | +60.2% |
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