-1.3%
CMS vs GLXY
+8.0%
-9.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | -0.2% |
| 7D | +0.4% | +13.4% | -13.1% | +0.6% |
| 30D | -3.6% | +38.1% | -41.7% | -3.1% |
| 3M | -1.9% | -7.3% | +5.4% | -1.6% |
| 6M | -11.0% | +8.2% | -19.1% | -10.9% |
| YTD | +0.2% | +17.8% | -17.6% | +0.5% |
| 1Y | -1.3% | +14.9% | -16.2% | -1.5% |
| All | -1.3% | +8.0% | -9.4% | -1.5% |
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