-21.3%
CLX vs GLXY
-41.9%
+20.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -5.0% | +0.3% |
| 7D | +13.6% | -14.6% | +28.2% | +13.3% |
| 30D | +23.4% | -36.2% | +59.5% | +23.0% |
| 3M | -2.8% | -30.1% | +27.2% | -3.0% |
| 6M | +14.0% | -56.1% | +70.1% | +14.0% |
| YTD | +4.2% | -38.9% | +43.1% | +3.2% |
| 1Y | -1.2% | -55.0% | +53.9% | -1.8% |
| All | -21.3% | -41.9% | +20.6% | -23.8% |
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