+62.3%
CFG vs GLXY
-40.0%
+102.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.3% |
| 7D | +0.7% | -16.2% | +16.9% | +1.5% |
| 30D | +2.8% | -30.6% | +33.4% | +4.5% |
| 3M | -10.1% | -27.7% | +17.6% | -9.2% |
| 6M | +3.2% | -53.3% | +56.5% | +6.7% |
| YTD | +14.2% | -36.9% | +51.1% | +13.2% |
| 1Y | +27.4% | -55.6% | +83.0% | +29.6% |
| All | +62.3% | -40.0% | +102.3% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling