-32.6%
CMG vs GLXY
-38.8%
+6.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.5% |
| 7D | +2.5% | +5.3% | -2.8% | +2.3% |
| 30D | +15.6% | -19.8% | +35.4% | +16.1% |
| 3M | +8.2% | -31.4% | +39.5% | +9.3% |
| 6M | +9.9% | -53.3% | +63.2% | +12.4% |
| YTD | -4.6% | -35.7% | +31.0% | -6.2% |
| 1Y | +12.4% | -47.2% | +59.6% | +11.5% |
| All | -32.6% | -38.8% | +6.2% | -32.8% |
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 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