+63.4%
CFG vs GLXY
-38.8%
+102.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.9% |
| 7D | +3.2% | +5.3% | -2.1% | +2.8% |
| 30D | +5.1% | -19.8% | +24.9% | +5.9% |
| 3M | -11.2% | -31.4% | +20.1% | -10.0% |
| 6M | +9.6% | -53.3% | +62.9% | +13.3% |
| YTD | +15.0% | -35.7% | +50.7% | +13.8% |
| 1Y | +29.9% | -47.2% | +77.1% | +30.3% |
| All | +63.4% | -38.8% | +102.2% | +60.8% |
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