+63.0%
CFG vs GLXY
-38.3%
+101.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.2% | -3.3% | +2.6% |
| 7D | +0.3% | -0.5% | +0.8% | 0.0% |
| 30D | +3.2% | -28.6% | +31.9% | +4.8% |
| 3M | -9.7% | -28.1% | +18.4% | -8.7% |
| 6M | +3.6% | -52.0% | +55.6% | +7.0% |
| YTD | +14.7% | -35.1% | +49.8% | +13.5% |
| 1Y | +29.6% | -54.0% | +83.6% | +31.6% |
| All | +63.0% | -38.3% | +101.3% | +60.5% |
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