+7.1%
CME vs GLXY
-55.9%
+63.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.7% | 0.0% |
| 7D | +0.9% | -14.6% | +15.5% | -0.2% |
| 30D | +13.2% | -36.2% | +49.3% | +9.9% |
| 3M | +16.3% | -30.1% | +46.4% | +14.5% |
| 6M | +7.1% | -56.1% | +63.2% | +0.9% |
| All | +7.1% | -55.9% | +63.1% | +0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling