+9.9%
CMG vs GLXY
-54.1%
+64.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +0.3% |
| 7D | +2.5% | +5.3% | -2.8% | +2.6% |
| 30D | +15.6% | -19.8% | +35.4% | +15.3% |
| 3M | +8.2% | -31.4% | +39.5% | +8.1% |
| 6M | +9.9% | -53.3% | +63.2% | +6.7% |
| All | +9.9% | -54.1% | +64.0% | +6.7% |
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