-32.8%
CMG vs GLXY
-35.4%
+2.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.9% | +0.9% | -3.8% |
| 7D | -0.6% | +16.9% | -17.6% | -1.3% |
| 30D | +15.9% | -23.0% | +38.9% | +16.8% |
| 3M | +7.8% | -28.0% | +35.7% | +8.7% |
| 6M | +7.7% | -51.6% | +59.3% | +10.0% |
| YTD | -4.9% | -32.1% | +27.2% | -6.7% |
| 1Y | +12.3% | -51.5% | +63.7% | +12.2% |
| All | -32.8% | -35.4% | +2.6% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling