+61.1%
CLF vs GLXY
-38.3%
+99.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +6.2% | +0.8% | +6.0% |
| 7D | -14.1% | -0.5% | -13.5% | -14.0% |
| 30D | -5.5% | -28.6% | +23.1% | -1.2% |
| 3M | 0.0% | -28.1% | +28.1% | +3.4% |
| 6M | +11.3% | -52.0% | +63.3% | +22.0% |
| YTD | -7.7% | -35.1% | +27.4% | -8.7% |
| 1Y | +17.5% | -54.0% | +71.6% | +26.7% |
| All | +61.1% | -38.3% | +99.4% | +59.0% |
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 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