+58.4%
CFG vs GLXY
-41.9%
+100.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.2% | -6.2% | -1.2% |
| 7D | -0.9% | -14.6% | +13.7% | -0.3% |
| 30D | +1.1% | -36.2% | +37.2% | +3.3% |
| 3M | -12.0% | -30.1% | +18.1% | -10.9% |
| 6M | -2.2% | -56.1% | +53.9% | +1.5% |
| YTD | +11.4% | -38.9% | +50.3% | +10.6% |
| 1Y | +27.8% | -55.0% | +82.9% | +29.8% |
| All | +58.4% | -41.9% | +100.2% | +56.4% |
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