+10.1%
CME vs GLXY
+13.9%
-3.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.8% | -1.0% |
| 7D | -2.9% | +15.5% | -18.3% | -2.4% |
| 30D | +5.5% | +34.1% | -28.6% | +6.6% |
| 3M | +11.0% | -11.3% | +22.3% | +11.3% |
| 6M | -9.7% | +31.6% | -41.3% | -9.0% |
| YTD | +4.9% | +21.0% | -16.1% | +5.5% |
| 1Y | +10.1% | +11.7% | -1.6% | +12.0% |
| All | +10.1% | +13.9% | -3.9% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling