-28.9%
CLX vs GLXY
+15.1%
-44.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -1.5% |
| 7D | -3.5% | +15.5% | -19.0% | -3.5% |
| 30D | -11.9% | +34.1% | -46.0% | -11.7% |
| 3M | -2.6% | -11.3% | +8.7% | -2.3% |
| 6M | -18.2% | +31.6% | -49.8% | -18.4% |
| YTD | -5.9% | +21.0% | -26.9% | -6.4% |
| 1Y | -23.8% | +11.7% | -35.5% | -25.2% |
| All | -28.9% | +15.1% | -44.0% | -30.9% |
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