+10.9%
CMG vs GLXY
-57.6%
+68.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -17.0% | +22.8% | +6.3% |
| 7D | +22.5% | -26.8% | +49.3% | +23.6% |
| 30D | +14.1% | -38.3% | +52.4% | +16.0% |
| 3M | +4.1% | -36.9% | +41.0% | +5.3% |
| 6M | +10.1% | -52.1% | +62.2% | +11.7% |
| YTD | -4.9% | -37.5% | +32.7% | -6.8% |
| 1Y | +10.9% | -55.2% | +66.1% | +11.4% |
| All | +10.9% | -57.6% | +68.5% | +11.4% |
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