-16.9%
CLX vs GLXY
-38.3%
+21.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.2% | -0.7% | +5.6% |
| 7D | +17.4% | -0.5% | +17.9% | +17.3% |
| 30D | +27.8% | -28.6% | +56.4% | +27.4% |
| 3M | +3.0% | -28.1% | +31.1% | +2.9% |
| 6M | +17.5% | -52.0% | +69.5% | +17.6% |
| YTD | +10.0% | -35.1% | +45.1% | +9.0% |
| 1Y | +3.3% | -54.0% | +57.3% | +2.8% |
| All | -16.9% | -38.3% | +21.3% | -19.5% |
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